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 | - | 2.33 | - | 2'500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.95% |
21.12.2020 | - | 2.06 | - | 2'500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 90.61% |
18.12.2020 | - | 2.63 | 2.57 | 2'500 | 2'500 | 0 | 0 | 0 | 0 | 0.00% | 99.90% |
17.12.2020 | 4.12% | 2.49 | 2.60 | 2'500 | 2'500 | 2'500 | 2'500 | 6'561 | 6'836 | 55.26% | 55.26% |
16.12.2020 | 3.24% | 3.33 | 3.44 | 2'500 | 2'500 | 2'500 | 2'500 | 8'361 | 8'636 | 99.92% | 99.92% |
15.12.2020 | 3.87% | 2.81 | 2.92 | 2'500 | 2'500 | 2'500 | 2'500 | 6'968 | 7'243 | 100.00% | 100.00% |
14.12.2020 | 4.72% | 2.37 | 2.48 | 2'500 | 2'500 | 2'500 | 2'500 | 5'689 | 5'964 | 100.00% | 100.00% |
11.12.2020 | 4.38% | 2.43 | 2.54 | 2'500 | 2'500 | 2'500 | 2'500 | 6'148 | 6'423 | 100.00% | 100.00% |
10.12.2020 | 3.32% | 2.69 | 2.80 | 1'500 | 1'500 | 1'500 | 1'500 | 4'959 | 5'124 | 97.42% | 97.42% |
09.12.2020 | 2.77% | 3.82 | 3.93 | 2'500 | 2'500 | 2'500 | 2'500 | 9'794 | 10'069 | 72.43% | 72.43% |