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 | 0.72% | 2.83 | 2.85 | 70'000 | 70'000 | 70'000 | 70'000 | 194'381 | 195'781 | 99.86% | 99.86% |
17.12.2020 | 0.63% | 2.64 | 2.65 | 330'000 | 330'000 | 148'477 | 148'477 | 373'296 | 375'160 | 97.99% | 97.99% |
16.12.2020 | 0.61% | 2.41 | 2.42 | 330'000 | 330'000 | 146'451 | 146'451 | 364'663 | 366'511 | 96.69% | 96.69% |
15.12.2020 | 0.58% | 2.59 | 2.60 | 330'000 | 330'000 | 147'073 | 147'073 | 393'870 | 395'724 | 97.22% | 97.22% |
14.12.2020 | 0.64% | 2.60 | 2.61 | 330'000 | 330'000 | 148'267 | 148'267 | 363'886 | 365'748 | 97.37% | 97.37% |
11.12.2020 | 0.64% | 2.40 | 2.41 | 330'000 | 330'000 | 150'513 | 150'513 | 359'477 | 361'357 | 98.58% | 98.58% |
10.12.2020 | 0.70% | 2.47 | 2.48 | 340'000 | 340'000 | 153'883 | 153'883 | 334'283 | 336'193 | 98.37% | 98.37% |
09.12.2020 | 0.55% | 2.66 | 2.67 | 330'000 | 330'000 | 150'772 | 150'772 | 413'589 | 415'472 | 98.25% | 98.25% |
08.12.2020 | 0.56% | 2.53 | 2.54 | 330'000 | 330'000 | 148'283 | 148'283 | 390'525 | 392'391 | 74.77% | 74.77% |