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 | 1.54% | 1.30 | 1.32 | 200'000 | 200'000 | 200'000 | 200'000 | 257'175 | 261'175 | 98.25% | 98.25% |
17.12.2020 | 1.60% | 1.22 | 1.24 | 200'000 | 200'000 | 200'000 | 200'000 | 248'386 | 252'386 | 27.20% | 27.20% |
16.12.2020 | 1.87% | 1.12 | 1.14 | 200'000 | 200'000 | 200'000 | 200'000 | 212'042 | 216'042 | 24.17% | 24.17% |
15.12.2020 | 2.06% | 0.96 | 0.98 | 200'000 | 200'000 | 200'000 | 200'000 | 192'221 | 196'221 | 90.41% | 90.41% |
14.12.2020 | 2.04% | 0.97 | 0.99 | 200'000 | 200'000 | 200'000 | 200'000 | 194'439 | 198'439 | 72.49% | 72.49% |
11.12.2020 | 2.07% | 1.00 | 1.02 | 200'000 | 200'000 | 200'000 | 200'000 | 191'434 | 195'434 | 98.32% | 98.32% |
10.12.2020 | 2.23% | 0.94 | 0.96 | 200'000 | 200'000 | 200'000 | 200'000 | 177'660 | 181'660 | 99.08% | 99.08% |
09.12.2020 | 2.06% | 0.98 | 1.00 | 200'000 | 200'000 | 200'000 | 200'000 | 192'308 | 196'308 | 95.91% | 95.91% |
08.12.2020 | 2.37% | 0.95 | 0.97 | 200'000 | 200'000 | 200'000 | 200'000 | 167'561 | 171'561 | 99.60% | 99.60% |