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 | 2.69% | 0.37 | 0.38 | 300'000 | 100'000 | 300'000 | 100'000 | 110'201 | 37'734 | 100.00% | 100.00% |
17.12.2020 | 2.51% | 0.37 | 0.38 | 300'000 | 100'000 | 300'000 | 100'000 | 118'174 | 40'391 | 99.78% | 99.78% |
16.12.2020 | 2.85% | 0.33 | 0.34 | 300'000 | 100'000 | 300'000 | 100'000 | 103'905 | 35'635 | 99.99% | 99.99% |
15.12.2020 | 2.52% | 0.36 | 0.37 | 300'000 | 100'000 | 300'000 | 100'000 | 117'999 | 40'333 | 100.00% | 100.00% |
14.12.2020 | 2.17% | 0.42 | 0.43 | 300'000 | 100'000 | 300'000 | 100'000 | 137'227 | 46'742 | 99.76% | 99.76% |
11.12.2020 | 2.15% | 0.48 | 0.49 | 300'000 | 100'000 | 300'000 | 100'000 | 138'772 | 47'257 | 100.00% | 100.00% |
10.12.2020 | 2.24% | 0.48 | 0.49 | 300'000 | 100'000 | 300'000 | 100'000 | 132'909 | 45'303 | 99.89% | 99.89% |
09.12.2020 | 2.52% | 0.40 | 0.41 | 300'000 | 100'000 | 300'000 | 100'000 | 117'540 | 40'180 | 99.95% | 99.95% |
08.12.2020 | 2.33% | 0.42 | 0.43 | 300'000 | 100'000 | 300'000 | 100'000 | 127'425 | 43'475 | 100.00% | 100.00% |