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 | - | - |
23.12.2020 | 7.68% | 0.12 | 0.13 | 420'000 | 100'000 | 403'867 | 100'000 | 50'541 | 13'538 | 100.00% | 100.00% |
22.12.2020 | 7.07% | 0.13 | 0.14 | 390'000 | 100'000 | 370'826 | 100'000 | 50'583 | 14'677 | 100.00% | 100.00% |
21.12.2020 | 6.00% | 0.15 | 0.16 | 340'000 | 100'000 | 314'573 | 100'000 | 50'864 | 17'321 | 93.31% | 93.31% |
18.12.2020 | 7.45% | 0.12 | 0.13 | 420'000 | 100'000 | 391'972 | 100'000 | 50'617 | 13'947 | 100.00% | 100.00% |
17.12.2020 | 6.77% | 0.14 | 0.15 | 360'000 | 100'000 | 355'052 | 100'000 | 50'672 | 15'325 | 100.00% | 100.00% |
16.12.2020 | 7.14% | 0.16 | 0.17 | 320'000 | 100'000 | 375'712 | 100'000 | 50'738 | 14'615 | 100.00% | 100.00% |
15.12.2020 | 6.01% | 0.14 | 0.15 | 360'000 | 100'000 | 316'318 | 100'000 | 51'026 | 17'196 | 100.00% | 100.00% |
14.12.2020 | 6.13% | 0.18 | 0.19 | 280'000 | 100'000 | 322'607 | 100'000 | 51'041 | 16'873 | 100.00% | 100.00% |
11.12.2020 | 5.06% | 0.18 | 0.19 | 280'000 | 100'000 | 261'915 | 100'000 | 50'441 | 20'305 | 99.99% | 99.99% |