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 | - | - |
17.12.2020 | 0.83% | 2.39 | 2.41 | 450'000 | 150'000 | 450'000 | 150'000 | 1'079'060 | 362'687 | 100.00% | 100.00% |
16.12.2020 | 0.84% | 2.36 | 2.38 | 450'000 | 150'000 | 450'000 | 150'000 | 1'062'300 | 357'099 | 99.46% | 99.46% |
15.12.2020 | 0.88% | 2.29 | 2.31 | 450'000 | 150'000 | 450'000 | 150'000 | 1'018'950 | 342'649 | 99.44% | 99.44% |
14.12.2020 | 0.88% | 2.23 | 2.25 | 450'000 | 150'000 | 588'062 | 196'021 | 1'331'070 | 447'610 | 99.45% | 99.45% |
11.12.2020 | 0.46% | 2.17 | 2.18 | 600'000 | 200'000 | 600'000 | 200'000 | 1'307'980 | 437'994 | 99.38% | 99.38% |
10.12.2020 | 0.45% | 2.22 | 2.23 | 600'000 | 200'000 | 600'000 | 200'000 | 1'328'640 | 444'880 | 99.44% | 99.44% |
09.12.2020 | 0.45% | 2.21 | 2.22 | 600'000 | 200'000 | 600'000 | 200'000 | 1'322'280 | 442'760 | 99.44% | 99.44% |
08.12.2020 | 0.47% | 2.11 | 2.12 | 600'000 | 200'000 | 600'000 | 200'000 | 1'268'590 | 424'862 | 99.11% | 99.11% |
07.12.2020 | 0.47% | 2.12 | 2.13 | 600'000 | 200'000 | 600'000 | 200'000 | 1'271'340 | 425'779 | 99.42% | 99.42% |