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 | 1.96% | 0.49 | 0.50 | 450'000 | 150'000 | 450'000 | 150'000 | 226'841 | 77'114 | 100.00% | 100.00% |
17.12.2020 | 1.90% | 0.51 | 0.52 | 450'000 | 150'000 | 450'000 | 150'000 | 235'077 | 79'859 | 99.58% | 99.58% |
16.12.2020 | 2.23% | 0.49 | 0.50 | 450'000 | 150'000 | 449'970 | 150'000 | 199'568 | 68'027 | 99.55% | 99.55% |
15.12.2020 | 2.26% | 0.39 | 0.40 | 450'000 | 150'000 | 450'000 | 150'000 | 197'153 | 67'218 | 99.15% | 99.15% |
14.12.2020 | 2.44% | 0.44 | 0.45 | 450'000 | 150'000 | 449'824 | 150'000 | 182'495 | 62'356 | 99.57% | 99.57% |
11.12.2020 | 2.86% | 0.35 | 0.36 | 450'000 | 150'000 | 449'993 | 150'000 | 155'046 | 53'183 | 99.58% | 99.58% |
10.12.2020 | 2.78% | 0.39 | 0.40 | 450'000 | 150'000 | 449'961 | 150'000 | 160'046 | 54'853 | 99.58% | 99.58% |
09.12.2020 | 2.31% | 0.41 | 0.42 | 450'000 | 150'000 | 450'000 | 150'000 | 192'546 | 65'682 | 98.37% | 98.37% |
08.12.2020 | 2.43% | 0.39 | 0.40 | 450'000 | 150'000 | 450'000 | 150'000 | 183'423 | 62'641 | 99.58% | 99.58% |