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 | 0.60% | 6.70 | 6.74 | 40'000 | 40'000 | 40'000 | 40'000 | 263'762 | 265'362 | 99.86% | 99.86% |
17.12.2020 | 0.52% | 6.33 | 6.35 | 170'000 | 170'000 | 79'204 | 79'204 | 480'852 | 482'870 | 97.95% | 97.95% |
16.12.2020 | 0.51% | 5.88 | 5.90 | 170'000 | 170'000 | 78'218 | 78'218 | 471'898 | 473'901 | 96.69% | 96.69% |
15.12.2020 | 0.48% | 6.23 | 6.25 | 170'000 | 170'000 | 78'527 | 78'527 | 503'014 | 505'022 | 97.20% | 97.20% |
14.12.2020 | 0.53% | 6.25 | 6.27 | 170'000 | 170'000 | 79'134 | 79'134 | 470'967 | 472'983 | 97.37% | 97.37% |
11.12.2020 | 0.53% | 5.86 | 5.88 | 170'000 | 170'000 | 80'286 | 80'286 | 467'509 | 469'543 | 98.51% | 98.51% |
10.12.2020 | 0.57% | 5.98 | 6.00 | 170'000 | 170'000 | 80'795 | 80'795 | 434'058 | 436'099 | 98.31% | 98.31% |
09.12.2020 | 0.46% | 6.35 | 6.37 | 170'000 | 170'000 | 81'383 | 81'383 | 531'714 | 533'760 | 95.72% | 95.72% |
08.12.2020 | 0.48% | 6.10 | 6.12 | 170'000 | 170'000 | 77'265 | 77'265 | 489'336 | 491'336 | 67.02% | 67.02% |