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% | 0.37 | 0.38 | 80'000 | 80'000 | 80'000 | 80'000 | 29'714 | 30'651 | 100.00% | 100.00% |
17.12.2020 | 4.30% | 0.45 | 0.47 | 80'000 | 80'000 | 80'000 | 80'000 | 36'575 | 38'175 | 100.00% | 100.00% |
16.12.2020 | 3.09% | 0.63 | 0.65 | 80'000 | 80'000 | 80'000 | 80'000 | 51'015 | 52'615 | 99.99% | 99.99% |
15.12.2020 | 3.99% | 0.50 | 0.52 | 90'000 | 90'000 | 90'000 | 90'000 | 44'337 | 46'137 | 100.00% | 100.00% |
14.12.2020 | 5.60% | 0.38 | 0.40 | 90'000 | 90'000 | 90'000 | 90'000 | 31'375 | 33'175 | 100.00% | 100.00% |
11.12.2020 | 3.32% | 0.40 | 0.42 | 90'000 | 90'000 | 90'000 | 90'000 | 36'509 | 37'752 | 100.00% | 100.00% |
10.12.2020 | 1.70% | 0.47 | 0.48 | 80'000 | 80'000 | 80'000 | 80'000 | 47'555 | 48'355 | 99.99% | 99.99% |
09.12.2020 | 1.42% | 0.70 | 0.71 | 90'000 | 90'000 | 90'000 | 90'000 | 63'345 | 64'245 | 99.90% | 99.90% |
08.12.2020 | 3.11% | 0.63 | 0.64 | 80'000 | 80'000 | 80'000 | 80'000 | 57'858 | 59'673 | 97.26% | 97.26% |