Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
04.01.2021 | 2.58% | 0.37 | 0.38 | 900'000 | 300'000 | 842'073 | 280'691 | 322'189 | 110'203 | 99.40% | 99.40% |
30.12.2020 | 2.78% | 0.35 | 0.36 | 900'000 | 300'000 | 900'000 | 300'000 | 318'836 | 109'279 | 99.44% | 99.44% |
29.12.2020 | 2.74% | 0.35 | 0.36 | 900'000 | 300'000 | 900'000 | 300'000 | 324'100 | 111'033 | 99.44% | 99.44% |
28.12.2020 | 2.69% | 0.37 | 0.38 | 900'000 | 300'000 | 900'000 | 300'000 | 330'854 | 113'285 | 99.45% | 99.45% |
23.12.2020 | 2.77% | 0.36 | 0.37 | 900'000 | 300'000 | 900'000 | 300'000 | 320'063 | 109'688 | 99.33% | 99.33% |
22.12.2020 | 2.92% | 0.34 | 0.35 | 900'000 | 300'000 | 900'000 | 300'000 | 303'659 | 104'220 | 99.45% | 99.45% |
21.12.2020 | 3.37% | 0.30 | 0.31 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 291'578 | 120'631 | 98.60% | 98.60% |
18.12.2020 | 3.09% | 0.33 | 0.34 | 900'000 | 300'000 | 961'629 | 361'629 | 305'999 | 118'469 | 99.45% | 99.45% |
17.12.2020 | 3.08% | 0.32 | 0.33 | 1'000'000 | 400'000 | 945'527 | 345'527 | 302'590 | 113'903 | 99.44% | 99.44% |