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 | 1.15% | 0.87 | 0.88 | 80'000 | 80'000 | 80'000 | 80'000 | 69'258 | 70'058 | 91.22% | 91.22% |
17.12.2020 | 1.08% | 0.91 | 0.92 | 80'000 | 80'000 | 80'000 | 80'000 | 74'004 | 74'804 | 96.15% | 96.15% |
16.12.2020 | 1.07% | 0.93 | 0.94 | 80'000 | 80'000 | 80'000 | 80'000 | 74'559 | 75'359 | 97.36% | 97.36% |
15.12.2020 | 1.19% | 0.85 | 0.86 | 80'000 | 80'000 | 80'000 | 80'000 | 66'857 | 67'657 | 98.69% | 98.69% |
14.12.2020 | 1.17% | 0.80 | 0.81 | 80'000 | 80'000 | 80'000 | 80'000 | 68'204 | 69'004 | 97.35% | 97.35% |
11.12.2020 | 1.27% | 0.81 | 0.82 | 80'000 | 80'000 | 80'000 | 80'000 | 62'501 | 63'301 | 98.86% | 98.86% |
10.12.2020 | 1.17% | 0.88 | 0.89 | 80'000 | 80'000 | 80'000 | 80'000 | 67'779 | 68'579 | 97.06% | 97.06% |
09.12.2020 | 1.15% | 0.85 | 0.86 | 80'000 | 80'000 | 80'000 | 80'000 | 69'071 | 69'871 | 97.34% | 97.34% |
08.12.2020 | 1.26% | 0.79 | 0.80 | 80'000 | 80'000 | 80'000 | 80'000 | 62'883 | 63'683 | 98.34% | 98.34% |