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 | - | - |
18.12.2020 | 1.19% | 0.83 | 0.84 | 150'000 | 150'000 | 150'000 | 150'000 | 125'221 | 126'721 | 99.87% | 99.87% |
17.12.2020 | 1.23% | 0.82 | 0.83 | 150'000 | 150'000 | 150'000 | 150'000 | 120'916 | 122'416 | 100.00% | 100.00% |
16.12.2020 | 1.20% | 0.83 | 0.84 | 150'000 | 150'000 | 150'000 | 150'000 | 124'427 | 125'927 | 99.93% | 99.93% |
15.12.2020 | 1.11% | 0.89 | 0.90 | 150'000 | 150'000 | 150'000 | 150'000 | 134'863 | 136'363 | 99.97% | 99.97% |
14.12.2020 | 1.14% | 0.90 | 0.91 | 150'000 | 150'000 | 150'000 | 150'000 | 130'619 | 132'119 | 99.58% | 99.58% |
11.12.2020 | 1.07% | 0.92 | 0.93 | 150'000 | 150'000 | 150'000 | 150'000 | 139'101 | 140'601 | 100.00% | 100.00% |
10.12.2020 | 1.15% | 0.86 | 0.87 | 150'000 | 150'000 | 149'884 | 149'881 | 129'190 | 130'686 | 100.00% | 100.00% |
09.12.2020 | 1.19% | 0.86 | 0.87 | 150'000 | 150'000 | 150'000 | 150'000 | 125'564 | 127'064 | 100.00% | 100.00% |
08.12.2020 | 1.16% | 0.86 | 0.87 | 150'000 | 150'000 | 150'000 | 150'000 | 128'628 | 130'128 | 99.86% | 99.86% |