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 | 0.54% | 2.17 | 2.18 | 80'000 | 80'000 | 80'000 | 80'000 | 173'725 | 174'663 | 100.00% | 100.00% |
17.12.2020 | 0.88% | 2.25 | 2.27 | 80'000 | 80'000 | 80'000 | 80'000 | 180'525 | 182'125 | 99.99% | 99.99% |
16.12.2020 | 0.82% | 2.43 | 2.45 | 80'000 | 80'000 | 80'000 | 80'000 | 194'945 | 196'545 | 99.99% | 99.99% |
15.12.2020 | 0.87% | 2.29 | 2.31 | 80'000 | 80'000 | 80'000 | 80'000 | 182'773 | 184'373 | 100.00% | 100.00% |
14.12.2020 | 0.94% | 2.15 | 2.17 | 80'000 | 80'000 | 80'000 | 80'000 | 170'128 | 171'728 | 100.00% | 100.00% |
11.12.2020 | 0.63% | 2.17 | 2.19 | 80'000 | 80'000 | 80'000 | 80'000 | 174'443 | 175'548 | 100.00% | 100.00% |
10.12.2020 | 0.42% | 2.24 | 2.25 | 80'000 | 80'000 | 80'000 | 80'000 | 190'165 | 190'965 | 99.99% | 99.99% |
09.12.2020 | 0.40% | 2.48 | 2.49 | 80'000 | 80'000 | 80'000 | 80'000 | 198'698 | 199'498 | 99.90% | 99.90% |
08.12.2020 | 0.91% | 2.40 | 2.41 | 80'000 | 80'000 | 80'000 | 80'000 | 199'150 | 200'964 | 96.98% | 96.98% |