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 | - | - |
05.01.2021 | 2.53% | 0.42 | 0.43 | 120'000 | 100'000 | 133'045 | 100'000 | 52'022 | 40'143 | 100.00% | 100.00% |
04.01.2021 | 3.30% | 0.35 | 0.36 | 150'000 | 100'000 | 172'932 | 100'000 | 51'486 | 30'887 | 99.99% | 99.99% |
30.12.2020 | 3.25% | 0.31 | 0.32 | 170'000 | 100'000 | 171'972 | 100'000 | 52'053 | 31'317 | 100.00% | 100.00% |
29.12.2020 | 3.91% | 0.26 | 0.27 | 200'000 | 100'000 | 201'851 | 100'000 | 50'614 | 26'090 | 100.00% | 100.00% |
28.12.2020 | 3.52% | 0.25 | 0.26 | 200'000 | 100'000 | 183'880 | 100'000 | 51'305 | 29'041 | 100.00% | 100.00% |
23.12.2020 | 2.01% | 0.48 | 0.49 | 110'000 | 100'000 | 106'442 | 100'000 | 52'312 | 50'191 | 100.00% | 100.00% |
22.12.2020 | 1.88% | 0.51 | 0.52 | 100'000 | 100'000 | 100'000 | 100'000 | 52'742 | 53'742 | 100.00% | 100.00% |
21.12.2020 | 1.83% | 0.53 | 0.54 | 100'000 | 100'000 | 100'000 | 100'000 | 54'234 | 55'234 | 93.05% | 93.05% |
18.12.2020 | 2.33% | 0.43 | 0.44 | 120'000 | 100'000 | 120'972 | 100'000 | 51'302 | 43'420 | 100.00% | 100.00% |