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% | 1.28 | 1.29 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'268'740 | 127'874 | 99.88% | 99.88% |
17.12.2020 | 0.78% | 1.27 | 1.28 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'281'570 | 129'157 | 100.00% | 100.00% |
16.12.2020 | 0.82% | 1.25 | 1.26 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'218'940 | 122'894 | 99.94% | 99.94% |
15.12.2020 | 0.90% | 1.10 | 1.11 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'109'710 | 111'971 | 99.96% | 99.96% |
14.12.2020 | 0.87% | 1.10 | 1.11 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'138'540 | 114'854 | 99.58% | 99.58% |
11.12.2020 | 0.89% | 1.13 | 1.14 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'123'970 | 113'397 | 100.00% | 100.00% |
10.12.2020 | 0.83% | 1.23 | 1.24 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'200'730 | 121'073 | 99.91% | 99.91% |
09.12.2020 | 0.83% | 1.18 | 1.19 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'205'470 | 121'547 | 100.00% | 100.00% |
08.12.2020 | 0.86% | 1.15 | 1.16 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'152'040 | 116'204 | 99.86% | 99.86% |