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 | 1.64% | 0.59 | 0.60 | 300'000 | 100'000 | 300'000 | 100'000 | 181'661 | 61'554 | 100.00% | 100.00% |
17.12.2020 | 1.53% | 0.61 | 0.62 | 300'000 | 100'000 | 300'000 | 100'000 | 194'992 | 65'998 | 99.78% | 99.78% |
16.12.2020 | 1.50% | 0.66 | 0.67 | 300'000 | 100'000 | 300'000 | 100'000 | 198'280 | 67'093 | 99.99% | 99.99% |
15.12.2020 | 1.51% | 0.65 | 0.66 | 300'000 | 100'000 | 300'000 | 100'000 | 197'279 | 66'760 | 100.00% | 100.00% |
14.12.2020 | 1.42% | 0.68 | 0.69 | 300'000 | 100'000 | 300'000 | 100'000 | 210'370 | 71'123 | 99.75% | 99.75% |
11.12.2020 | 1.47% | 0.68 | 0.69 | 300'000 | 100'000 | 300'000 | 100'000 | 202'081 | 68'360 | 100.00% | 100.00% |
10.12.2020 | 1.45% | 0.69 | 0.70 | 300'000 | 100'000 | 300'000 | 100'000 | 205'855 | 69'618 | 99.88% | 99.88% |
09.12.2020 | 1.47% | 0.69 | 0.70 | 300'000 | 100'000 | 300'000 | 100'000 | 202'114 | 68'371 | 99.95% | 99.95% |
08.12.2020 | 1.50% | 0.66 | 0.67 | 300'000 | 100'000 | 300'000 | 100'000 | 198'254 | 67'085 | 100.00% | 100.00% |