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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
08.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
07.12.2020 | 10.18% | 0.15 | 0.16 | 60'000 | 60'000 | 60'000 | 60'000 | 8'719 | 9'650 | 18.67% | 18.73% |
04.12.2020 | 6.35% | 0.16 | 0.17 | 300'000 | 300'000 | 113'213 | 113'213 | 18'889 | 20'085 | 96.64% | 96.64% |
03.12.2020 | 6.70% | 0.17 | 0.18 | 300'000 | 300'000 | 113'148 | 113'148 | 18'257 | 19'453 | 96.71% | 96.71% |
02.12.2020 | 6.66% | 0.17 | 0.18 | 300'000 | 300'000 | 112'738 | 112'738 | 18'469 | 19'665 | 97.51% | 97.51% |
01.12.2020 | 7.07% | 0.15 | 0.16 | 300'000 | 300'000 | 113'151 | 113'151 | 17'194 | 18'389 | 96.66% | 96.66% |
30.11.2020 | 6.44% | 0.18 | 0.19 | 300'000 | 300'000 | 113'919 | 113'919 | 19'609 | 20'813 | 95.40% | 95.40% |
27.11.2020 | 6.69% | 0.16 | 0.17 | 300'000 | 300'000 | 114'833 | 114'833 | 18'794 | 20'005 | 93.74% | 93.74% |
26.11.2020 | 12.05% | 0.15 | 0.17 | 60'000 | 60'000 | 60'000 | 60'000 | 9'369 | 10'569 | 99.82% | 99.82% |