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 | 0.77% | 1.30 | 1.31 | 150'000 | 150'000 | 150'000 | 150'000 | 194'210 | 195'710 | 99.88% | 99.88% |
17.12.2020 | 0.76% | 1.31 | 1.32 | 150'000 | 150'000 | 150'000 | 150'000 | 197'612 | 199'112 | 100.00% | 100.00% |
16.12.2020 | 0.77% | 1.30 | 1.31 | 150'000 | 150'000 | 150'000 | 150'000 | 194'647 | 196'147 | 99.94% | 99.94% |
15.12.2020 | 0.80% | 1.25 | 1.26 | 150'000 | 150'000 | 150'000 | 150'000 | 186'052 | 187'552 | 99.97% | 99.97% |
14.12.2020 | 0.79% | 1.24 | 1.25 | 150'000 | 150'000 | 150'000 | 150'000 | 189'563 | 191'063 | 99.60% | 99.60% |
11.12.2020 | 0.82% | 1.22 | 1.23 | 150'000 | 150'000 | 150'000 | 150'000 | 182'469 | 183'969 | 100.00% | 100.00% |
10.12.2020 | 0.78% | 1.27 | 1.28 | 150'000 | 150'000 | 150'000 | 150'000 | 190'679 | 192'179 | 100.00% | 100.00% |
09.12.2020 | 0.77% | 1.27 | 1.28 | 150'000 | 150'000 | 150'000 | 150'000 | 193'729 | 195'229 | 100.00% | 100.00% |
08.12.2020 | 0.78% | 1.27 | 1.28 | 150'000 | 150'000 | 150'000 | 150'000 | 191'248 | 192'748 | 99.86% | 99.86% |