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 | 1.15% | 0.89 | 0.90 | 170'000 | 170'000 | 170'000 | 170'000 | 146'643 | 148'343 | 99.86% | 99.86% |
17.12.2020 | 1.34% | 0.81 | 0.82 | 810'000 | 810'000 | 361'488 | 361'488 | 274'192 | 277'807 | 97.96% | 97.96% |
16.12.2020 | 1.30% | 0.72 | 0.73 | 810'000 | 810'000 | 356'602 | 356'602 | 266'898 | 270'464 | 96.70% | 96.70% |
15.12.2020 | 1.21% | 0.79 | 0.80 | 810'000 | 810'000 | 358'152 | 358'152 | 294'939 | 298'520 | 97.22% | 97.22% |
14.12.2020 | 1.38% | 0.79 | 0.80 | 830'000 | 830'000 | 367'713 | 367'713 | 270'715 | 274'392 | 97.37% | 97.37% |
11.12.2020 | 1.40% | 0.72 | 0.73 | 830'000 | 830'000 | 373'377 | 373'377 | 265'791 | 269'525 | 98.58% | 98.58% |
10.12.2020 | 1.59% | 0.74 | 0.75 | 880'000 | 880'000 | 397'664 | 397'664 | 251'205 | 255'182 | 98.37% | 98.37% |
09.12.2020 | 1.15% | 0.82 | 0.83 | 830'000 | 830'000 | 375'857 | 375'857 | 320'750 | 324'509 | 97.41% | 97.41% |
08.12.2020 | 1.20% | 0.77 | 0.78 | 830'000 | 830'000 | 372'603 | 372'603 | 300'387 | 304'113 | 85.87% | 85.87% |