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 | 0.54% | 1.86 | 1.87 | 600'000 | 100'000 | 600'000 | 100'000 | 1'113'920 | 186'654 | 99.75% | 99.75% |
17.12.2020 | 0.51% | 1.93 | 1.94 | 600'000 | 100'000 | 600'000 | 100'000 | 1'164'960 | 195'161 | 99.99% | 99.99% |
16.12.2020 | 0.47% | 2.12 | 2.13 | 600'000 | 100'000 | 600'000 | 100'000 | 1'272'860 | 213'143 | 99.98% | 99.98% |
15.12.2020 | 0.51% | 1.98 | 1.99 | 600'000 | 100'000 | 600'000 | 100'000 | 1'181'570 | 197'928 | 99.96% | 99.96% |
14.12.2020 | 0.55% | 1.84 | 1.85 | 600'000 | 100'000 | 600'000 | 100'000 | 1'086'520 | 182'087 | 99.80% | 99.80% |
11.12.2020 | 0.53% | 1.86 | 1.87 | 600'000 | 100'000 | 600'000 | 100'000 | 1'119'010 | 187'501 | 100.00% | 100.00% |
10.12.2020 | 0.48% | 1.93 | 1.94 | 600'000 | 100'000 | 600'000 | 100'000 | 1'236'910 | 207'151 | 100.00% | 100.00% |
09.12.2020 | 0.46% | 2.17 | 2.18 | 600'000 | 100'000 | 600'000 | 100'000 | 1'300'970 | 217'829 | 100.00% | 100.00% |
08.12.2020 | 0.46% | 2.08 | 2.09 | 600'000 | 100'000 | 600'000 | 100'000 | 1'304'960 | 218'494 | 97.93% | 97.93% |