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 | 0.73% | 1.32 | 1.33 | 450'000 | 150'000 | 450'000 | 150'000 | 616'127 | 206'876 | 99.40% | 99.40% |
30.12.2020 | 0.76% | 1.30 | 1.31 | 450'000 | 150'000 | 450'000 | 150'000 | 590'269 | 198'256 | 99.44% | 99.44% |
29.12.2020 | 0.76% | 1.30 | 1.31 | 450'000 | 150'000 | 450'000 | 150'000 | 592'455 | 198'985 | 99.44% | 99.44% |
28.12.2020 | 0.74% | 1.34 | 1.35 | 450'000 | 150'000 | 450'000 | 150'000 | 603'313 | 202'604 | 99.45% | 99.45% |
23.12.2020 | 0.76% | 1.30 | 1.31 | 450'000 | 150'000 | 457'660 | 152'553 | 596'512 | 200'363 | 99.33% | 99.33% |
22.12.2020 | 0.78% | 1.27 | 1.28 | 600'000 | 200'000 | 600'000 | 200'000 | 764'291 | 256'764 | 99.44% | 99.44% |
21.12.2020 | 0.86% | 1.18 | 1.19 | 600'000 | 200'000 | 600'000 | 200'000 | 695'683 | 233'894 | 98.58% | 98.58% |
18.12.2020 | 0.81% | 1.26 | 1.27 | 600'000 | 200'000 | 600'000 | 200'000 | 740'196 | 248'732 | 99.45% | 99.45% |
17.12.2020 | 0.81% | 1.23 | 1.24 | 600'000 | 200'000 | 600'000 | 200'000 | 738'756 | 248'252 | 99.45% | 99.45% |