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 | 0.79% | 1.27 | 1.28 | 300'000 | 100'000 | 300'000 | 100'000 | 378'918 | 127'306 | 100.00% | 100.00% |
17.12.2020 | 0.79% | 1.25 | 1.26 | 300'000 | 100'000 | 300'000 | 100'000 | 376'217 | 126'406 | 99.78% | 99.78% |
16.12.2020 | 0.81% | 1.24 | 1.25 | 300'000 | 100'000 | 300'000 | 100'000 | 370'526 | 124'509 | 99.99% | 99.99% |
15.12.2020 | 0.85% | 1.19 | 1.20 | 300'000 | 100'000 | 300'000 | 100'000 | 350'150 | 117'717 | 100.00% | 100.00% |
14.12.2020 | 0.85% | 1.18 | 1.19 | 300'000 | 100'000 | 300'000 | 100'000 | 352'517 | 118'506 | 99.76% | 99.76% |
11.12.2020 | 0.89% | 1.13 | 1.14 | 300'000 | 100'000 | 300'000 | 100'000 | 337'341 | 113'447 | 100.00% | 100.00% |
10.12.2020 | 0.87% | 1.13 | 1.14 | 300'000 | 100'000 | 300'000 | 100'000 | 341'518 | 114'839 | 99.90% | 99.90% |
09.12.2020 | 0.89% | 1.12 | 1.13 | 300'000 | 100'000 | 300'000 | 100'000 | 333'744 | 112'248 | 99.95% | 99.95% |
08.12.2020 | 0.90% | 1.11 | 1.12 | 300'000 | 100'000 | 300'000 | 100'000 | 330'230 | 111'077 | 100.00% | 100.00% |