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 | 0.35% | 2.85 | 2.86 | 100'000 | 100'000 | 100'000 | 100'000 | 286'063 | 287'063 | 100.00% | 100.00% |
17.12.2020 | 0.35% | 2.93 | 2.94 | 100'000 | 100'000 | 100'000 | 100'000 | 287'735 | 288'735 | 99.95% | 99.95% |
16.12.2020 | 0.37% | 2.66 | 2.67 | 100'000 | 100'000 | 100'000 | 100'000 | 267'487 | 268'487 | 99.94% | 99.94% |
15.12.2020 | 0.39% | 2.58 | 2.59 | 100'000 | 100'000 | 100'000 | 100'000 | 257'677 | 258'677 | 99.95% | 99.95% |
14.12.2020 | 0.41% | 2.40 | 2.41 | 100'000 | 100'000 | 100'000 | 100'000 | 240'530 | 241'530 | 98.28% | 98.28% |
11.12.2020 | 0.40% | 2.57 | 2.58 | 100'000 | 100'000 | 100'000 | 100'000 | 248'717 | 249'717 | 99.94% | 99.94% |
10.12.2020 | 0.40% | 2.47 | 2.48 | 100'000 | 100'000 | 100'000 | 100'000 | 249'625 | 250'625 | 99.83% | 99.83% |
09.12.2020 | 0.37% | 2.60 | 2.61 | 100'000 | 100'000 | 100'000 | 100'000 | 266'487 | 267'487 | 98.57% | 98.57% |
08.12.2020 | 0.36% | 2.76 | 2.77 | 100'000 | 100'000 | 100'000 | 100'000 | 274'960 | 275'960 | 99.85% | 99.85% |