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 | 0.19% | 5.39 | 5.34 | 30'000 | 30'000 | 30'000 | 30'000 | 158'739 | 159'039 | 3.43% | 7.13% |
17.12.2020 | 0.19% | 5.31 | 5.32 | 50'000 | 50'000 | 50'000 | 50'000 | 268'682 | 269'182 | 100.00% | 100.00% |
16.12.2020 | 0.19% | 5.14 | 5.15 | 30'000 | 30'000 | 30'337 | 30'337 | 162'195 | 162'499 | 99.93% | 99.93% |
15.12.2020 | 0.20% | 4.92 | 4.93 | 50'000 | 50'000 | 50'000 | 50'000 | 245'560 | 246'060 | 100.00% | 100.00% |
14.12.2020 | 0.18% | 5.23 | 5.24 | 50'000 | 50'000 | 50'000 | 50'000 | 270'096 | 270'596 | 99.99% | 99.99% |
11.12.2020 | 0.21% | 4.86 | 4.87 | 50'000 | 50'000 | 50'000 | 50'000 | 233'206 | 233'706 | 99.98% | 99.98% |
10.12.2020 | 0.20% | 5.01 | 5.02 | 50'000 | 50'000 | 50'000 | 50'000 | 253'111 | 253'611 | 99.95% | 99.95% |
09.12.2020 | 0.18% | 5.17 | 5.18 | 30'000 | 30'000 | 30'000 | 30'000 | 163'211 | 163'511 | 99.99% | 99.99% |