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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.12.2020 | - | 2.04 | - | 50'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
21.12.2020 | - | 2.14 | - | 50'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 89.90% |
18.12.2020 | - | 1.91 | 1.96 | 50'000 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2020 | 0.51% | 1.91 | 1.92 | 50'000 | 50'000 | 50'000 | 50'000 | 97'037 | 97'537 | 94.14% | 94.14% |
16.12.2020 | 0.48% | 2.00 | 2.01 | 50'000 | 50'000 | 50'000 | 50'000 | 103'028 | 103'528 | 94.31% | 94.31% |
15.12.2020 | 0.47% | 2.15 | 2.16 | 50'000 | 50'000 | 50'000 | 50'000 | 105'494 | 105'994 | 97.16% | 97.16% |
14.12.2020 | 0.47% | 2.08 | 2.09 | 50'000 | 50'000 | 50'000 | 50'000 | 105'253 | 105'753 | 100.00% | 100.00% |
11.12.2020 | 0.48% | 2.05 | 2.06 | 50'000 | 50'000 | 50'000 | 50'000 | 104'288 | 104'788 | 99.22% | 99.22% |
10.12.2020 | 0.50% | 2.02 | 2.03 | 50'000 | 50'000 | 50'000 | 50'000 | 99'019 | 99'519 | 96.86% | 96.86% |
09.12.2020 | 0.49% | 2.03 | 2.04 | 50'000 | 50'000 | 50'000 | 50'000 | 101'233 | 101'733 | 98.75% | 98.75% |