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 | 0.69% | 1.44 | 1.45 | 100'000 | 100'000 | 100'000 | 100'000 | 144'439 | 145'439 | 100.00% | 100.00% |
17.12.2020 | 0.68% | 1.52 | 1.53 | 110'000 | 110'000 | 110'000 | 110'000 | 160'900 | 162'000 | 99.96% | 99.96% |
16.12.2020 | 0.79% | 1.25 | 1.26 | 110'000 | 110'000 | 110'000 | 110'000 | 138'596 | 139'696 | 99.94% | 99.94% |
15.12.2020 | 0.86% | 1.16 | 1.17 | 110'000 | 110'000 | 110'000 | 110'000 | 127'424 | 128'524 | 99.95% | 99.95% |
14.12.2020 | 1.01% | 0.98 | 0.99 | 110'000 | 110'000 | 110'000 | 110'000 | 108'797 | 109'897 | 98.24% | 98.24% |
11.12.2020 | 0.93% | 1.15 | 1.16 | 110'000 | 110'000 | 110'000 | 110'000 | 118'193 | 119'293 | 99.98% | 99.98% |
10.12.2020 | 0.92% | 1.06 | 1.07 | 110'000 | 110'000 | 110'000 | 110'000 | 119'643 | 120'743 | 99.81% | 99.81% |
09.12.2020 | 0.80% | 1.18 | 1.19 | 110'000 | 110'000 | 110'000 | 110'000 | 137'744 | 138'844 | 98.94% | 98.94% |
08.12.2020 | 0.75% | 1.35 | 1.36 | 110'000 | 110'000 | 110'000 | 110'000 | 147'056 | 148'156 | 99.84% | 99.84% |