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 | 0.42% | 2.33 | 2.34 | 450'000 | 100'000 | 450'000 | 100'000 | 1'075'940 | 240'098 | 99.75% | 99.75% |
17.12.2020 | 0.42% | 2.43 | 2.44 | 450'000 | 100'000 | 450'000 | 100'000 | 1'067'420 | 238'206 | 99.98% | 99.98% |
16.12.2020 | 0.44% | 2.31 | 2.32 | 450'000 | 100'000 | 450'000 | 100'000 | 1'025'150 | 228'812 | 99.91% | 99.91% |
15.12.2020 | 0.46% | 2.23 | 2.24 | 450'000 | 100'000 | 450'000 | 100'000 | 982'487 | 219'330 | 99.94% | 99.94% |
14.12.2020 | 0.47% | 2.10 | 2.11 | 450'000 | 100'000 | 450'000 | 100'000 | 951'803 | 212'512 | 99.81% | 99.81% |
11.12.2020 | 0.46% | 2.17 | 2.18 | 450'000 | 100'000 | 450'000 | 100'000 | 983'370 | 219'527 | 99.98% | 99.98% |
10.12.2020 | 0.43% | 2.30 | 2.31 | 450'000 | 100'000 | 450'000 | 100'000 | 1'037'110 | 231'469 | 100.00% | 100.00% |
09.12.2020 | 0.40% | 2.47 | 2.48 | 450'000 | 100'000 | 450'000 | 100'000 | 1'131'600 | 252'466 | 99.99% | 99.99% |
08.12.2020 | 0.41% | 2.37 | 2.38 | 450'000 | 100'000 | 450'000 | 100'000 | 1'090'490 | 243'331 | 100.00% | 100.00% |