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 | - | - |
23.12.2020 | 1.71% | 0.61 | 0.62 | 500'000 | 500'000 | 322'475 | 322'475 | 204'924 | 208'414 | 73.89% | 73.89% |
22.12.2020 | 1.61% | 0.65 | 0.66 | 500'000 | 500'000 | 305'350 | 305'350 | 207'451 | 210'772 | 96.76% | 96.76% |
21.12.2020 | 1.73% | 0.68 | 0.69 | 500'000 | 500'000 | 306'710 | 306'710 | 197'935 | 201'311 | 93.48% | 93.48% |
18.12.2020 | 1.44% | 0.72 | 0.73 | 500'000 | 500'000 | 305'376 | 305'376 | 231'912 | 235'233 | 96.74% | 96.74% |
17.12.2020 | 1.38% | 0.75 | 0.76 | 500'000 | 500'000 | 305'354 | 305'354 | 241'023 | 244'344 | 96.78% | 96.78% |
16.12.2020 | 1.63% | 0.74 | 0.75 | 500'000 | 500'000 | 306'330 | 306'330 | 207'867 | 211'201 | 95.11% | 95.11% |
15.12.2020 | 1.72% | 0.59 | 0.60 | 500'000 | 500'000 | 305'589 | 305'589 | 193'878 | 197'202 | 96.36% | 96.36% |
14.12.2020 | 1.51% | 0.67 | 0.68 | 500'000 | 500'000 | 305'406 | 305'406 | 218'755 | 222'077 | 96.50% | 96.50% |
11.12.2020 | 1.38% | 0.79 | 0.80 | 500'000 | 500'000 | 305'355 | 305'355 | 242'611 | 245'931 | 96.77% | 96.77% |