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 | 1.23% | 0.83 | 0.84 | 600'000 | 200'000 | 600'000 | 200'000 | 486'962 | 164'321 | 100.00% | 100.00% |
17.12.2020 | 1.23% | 0.81 | 0.82 | 600'000 | 200'000 | 600'000 | 200'000 | 484'389 | 163'463 | 99.58% | 99.58% |
16.12.2020 | 1.18% | 0.81 | 0.82 | 600'000 | 200'000 | 600'000 | 200'000 | 507'541 | 171'180 | 99.56% | 99.56% |
15.12.2020 | 1.16% | 0.88 | 0.89 | 600'000 | 200'000 | 600'000 | 200'000 | 515'187 | 173'729 | 99.57% | 99.57% |
14.12.2020 | 1.17% | 0.82 | 0.83 | 600'000 | 200'000 | 600'000 | 200'000 | 508'638 | 171'546 | 99.57% | 99.57% |
11.12.2020 | 1.37% | 0.74 | 0.75 | 600'000 | 200'000 | 600'000 | 200'000 | 434'198 | 146'733 | 99.58% | 99.58% |
10.12.2020 | 1.26% | 0.76 | 0.77 | 600'000 | 200'000 | 600'000 | 200'000 | 475'189 | 160'396 | 99.58% | 99.58% |
09.12.2020 | 1.15% | 0.84 | 0.85 | 600'000 | 200'000 | 600'000 | 200'000 | 516'563 | 174'188 | 98.39% | 98.39% |
08.12.2020 | 1.21% | 0.82 | 0.83 | 600'000 | 200'000 | 600'000 | 200'000 | 492'766 | 166'255 | 99.57% | 99.57% |