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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2020 | 0.16% | 12.36 | 12.26 | 20'000 | 20'000 | 20'000 | 20'000 | 243'427 | 243'827 | 3.43% | 7.13% |
17.12.2020 | 0.16% | 12.22 | 12.24 | 20'000 | 20'000 | 20'000 | 20'000 | 246'591 | 246'991 | 100.00% | 100.00% |
16.12.2020 | 0.16% | 11.88 | 11.90 | 20'000 | 20'000 | 20'503 | 20'503 | 251'850 | 252'260 | 99.90% | 99.90% |
15.12.2020 | 0.17% | 11.46 | 11.48 | 20'000 | 20'000 | 20'000 | 20'000 | 228'800 | 229'200 | 100.00% | 100.00% |
14.12.2020 | 0.16% | 12.04 | 12.06 | 20'000 | 20'000 | 20'007 | 20'007 | 247'780 | 248'180 | 100.00% | 100.00% |
11.12.2020 | 0.18% | 11.34 | 11.36 | 20'000 | 20'000 | 20'000 | 20'000 | 219'110 | 219'510 | 99.99% | 99.99% |
10.12.2020 | 0.17% | 11.64 | 11.66 | 20'000 | 20'000 | 20'000 | 20'000 | 234'602 | 235'002 | 99.95% | 99.95% |
09.12.2020 | 0.16% | 11.94 | 11.96 | 20'000 | 20'000 | 20'000 | 20'000 | 249'079 | 249'479 | 99.99% | 99.99% |