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 | - | - |
22.12.2020 | - | 0.30 | - | 170'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 70.58% |
21.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2020 | 3.62% | 0.27 | 0.28 | 190'000 | 12'500 | 188'424 | 12'500 | 51'158 | 3'520 | 3.43% | 7.13% |
17.12.2020 | 3.52% | 0.28 | 0.29 | 180'000 | 50'000 | 180'500 | 20'479 | 50'446 | 5'933 | 97.41% | 97.41% |
16.12.2020 | 3.23% | 0.31 | 0.32 | 170'000 | 50'000 | 169'823 | 20'476 | 51'739 | 6'488 | 98.09% | 98.09% |
15.12.2020 | 3.07% | 0.32 | 0.33 | 160'000 | 50'000 | 160'325 | 20'630 | 51'468 | 6'817 | 97.43% | 97.43% |
14.12.2020 | 3.19% | 0.32 | 0.33 | 160'000 | 50'000 | 167'894 | 20'471 | 51'816 | 6'495 | 96.94% | 96.94% |
11.12.2020 | 2.93% | 0.34 | 0.35 | 150'000 | 50'000 | 154'833 | 21'414 | 52'014 | 7'406 | 86.21% | 86.21% |
10.12.2020 | 3.22% | 0.30 | 0.31 | 170'000 | 50'000 | 169'123 | 20'567 | 51'631 | 6'486 | 96.56% | 96.56% |