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 | 3.51% | 0.31 | 0.32 | 170'000 | 100'000 | 183'685 | 100'000 | 51'454 | 29'083 | 100.00% | 100.00% |
04.01.2021 | 5.23% | 0.24 | 0.25 | 210'000 | 100'000 | 272'943 | 100'000 | 50'749 | 19'793 | 100.00% | 100.00% |
30.12.2020 | 5.08% | 0.20 | 0.21 | 250'000 | 100'000 | 262'746 | 100'000 | 50'418 | 20'288 | 100.00% | 100.00% |
29.12.2020 | 6.90% | 0.15 | 0.16 | 340'000 | 100'000 | 361'836 | 100'000 | 50'618 | 15'025 | 93.86% | 93.86% |
28.12.2020 | 5.80% | 0.13 | 0.14 | 390'000 | 100'000 | 304'106 | 100'000 | 50'875 | 17'983 | 100.00% | 100.00% |
23.12.2020 | 2.59% | 0.37 | 0.38 | 140'000 | 100'000 | 136'580 | 100'000 | 52'081 | 39'167 | 100.00% | 100.00% |
22.12.2020 | 2.37% | 0.40 | 0.41 | 130'000 | 100'000 | 125'190 | 100'000 | 52'151 | 42'697 | 100.00% | 100.00% |
21.12.2020 | 2.29% | 0.42 | 0.43 | 120'000 | 100'000 | 120'548 | 100'000 | 52'015 | 44'189 | 93.04% | 93.04% |
18.12.2020 | 3.14% | 0.32 | 0.33 | 160'000 | 100'000 | 166'169 | 100'000 | 52'080 | 32'363 | 100.00% | 100.00% |