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 | 3.09% | 0.31 | 0.32 | 60'000 | 60'000 | 60'000 | 60'000 | 19'106 | 19'706 | 98.97% | 98.97% |
17.12.2020 | 3.27% | 0.31 | 0.32 | 260'000 | 260'000 | 137'552 | 137'552 | 42'058 | 43'433 | 98.97% | 98.97% |
16.12.2020 | 3.51% | 0.25 | 0.26 | 260'000 | 260'000 | 138'014 | 138'014 | 37'558 | 38'938 | 98.81% | 98.81% |
15.12.2020 | 6.68% | 0.20 | 0.21 | 380'000 | 380'000 | 196'259 | 196'259 | 34'065 | 36'028 | 98.70% | 98.70% |
14.12.2020 | 7.63% | 0.13 | 0.14 | 370'000 | 370'000 | 190'610 | 190'610 | 24'492 | 26'398 | 98.36% | 98.36% |
11.12.2020 | 7.69% | 0.11 | 0.12 | 350'000 | 350'000 | 177'182 | 177'182 | 21'490 | 23'262 | 98.89% | 98.89% |
10.12.2020 | 7.98% | 0.16 | 0.17 | 410'000 | 410'000 | 213'826 | 213'826 | 26'502 | 28'641 | 99.34% | 99.34% |
09.12.2020 | 5.12% | 0.21 | 0.22 | 330'000 | 330'000 | 170'554 | 170'554 | 33'640 | 35'345 | 98.17% | 98.17% |
08.12.2020 | 5.72% | 0.17 | 0.18 | 350'000 | 350'000 | 173'124 | 173'124 | 29'731 | 31'462 | 94.69% | 94.69% |