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 | 2.87% | 0.69 | 0.71 | 80'000 | 50'000 | 79'469 | 50'000 | 54'589 | 35'358 | 99.98% | 99.98% |
17.12.2020 | 2.71% | 0.70 | 0.72 | 80'000 | 50'000 | 72'310 | 50'000 | 52'697 | 37'477 | 100.00% | 100.00% |
16.12.2020 | 3.00% | 0.63 | 0.65 | 80'000 | 50'000 | 80'362 | 50'000 | 52'846 | 33'889 | 100.00% | 100.00% |
15.12.2020 | 2.72% | 0.67 | 0.69 | 80'000 | 50'000 | 73'830 | 50'000 | 53'603 | 37'400 | 98.49% | 98.49% |
14.12.2020 | 2.40% | 0.76 | 0.78 | 70'000 | 50'000 | 65'602 | 50'000 | 53'977 | 42'217 | 99.27% | 99.27% |
11.12.2020 | 2.39% | 0.86 | 0.88 | 60'000 | 50'000 | 65'376 | 50'000 | 53'939 | 42'380 | 100.00% | 100.00% |
10.12.2020 | 2.47% | 0.84 | 0.86 | 60'000 | 50'000 | 68'344 | 50'000 | 54'526 | 40'963 | 100.00% | 100.00% |
09.12.2020 | 2.71% | 0.74 | 0.76 | 70'000 | 50'000 | 71'267 | 50'000 | 51'920 | 37'447 | 100.00% | 100.00% |
08.12.2020 | 2.55% | 0.77 | 0.79 | 70'000 | 50'000 | 70'000 | 50'000 | 54'324 | 39'803 | 100.00% | 100.00% |