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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.12.2020 | 2.10% | 0.51 | 0.52 | 300'000 | 300'000 | 300'000 | 300'000 | 142'868 | 145'868 | 83.50% | 83.50% |
16.12.2020 | 4.06% | 0.30 | 0.31 | 420'000 | 420'000 | 420'000 | 420'000 | 104'163 | 108'363 | 94.18% | 94.18% |
15.12.2020 | 5.23% | 0.16 | 0.17 | 370'000 | 370'000 | 370'000 | 370'000 | 69'996 | 73'696 | 98.75% | 98.75% |
14.12.2020 | 3.71% | 0.27 | 0.28 | 380'000 | 380'000 | 380'000 | 380'000 | 101'150 | 104'950 | 80.48% | 80.48% |
11.12.2020 | 3.72% | 0.32 | 0.33 | 370'000 | 370'000 | 370'000 | 370'000 | 100'147 | 103'847 | 94.06% | 94.06% |
10.12.2020 | 2.56% | 0.34 | 0.35 | 370'000 | 370'000 | 370'000 | 370'000 | 144'753 | 148'453 | 90.03% | 90.03% |
09.12.2020 | 2.65% | 0.36 | 0.37 | 400'000 | 400'000 | 400'000 | 400'000 | 149'465 | 153'465 | 85.27% | 85.27% |
08.12.2020 | 4.08% | 0.30 | 0.31 | 430'000 | 430'000 | 430'000 | 430'000 | 106'327 | 110'627 | 96.57% | 96.57% |