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 | - | - |
07.01.2021 | 1.30% | 0.54 | 0.55 | 100'000 | 100'000 | 71'137 | 60'729 | 54'463 | 46'310 | 100.00% | 100.00% |
05.01.2021 | 1.16% | 0.82 | 0.83 | 100'000 | 100'000 | 69'807 | 60'728 | 59'356 | 52'052 | 100.00% | 100.00% |
04.01.2021 | 2.14% | 0.80 | 0.81 | 100'000 | 100'000 | 115'437 | 60'724 | 54'030 | 30'760 | 99.99% | 99.99% |
30.12.2020 | 1.76% | 0.62 | 0.63 | 100'000 | 100'000 | 96'877 | 60'729 | 54'648 | 35'360 | 100.00% | 100.00% |
29.12.2020 | 1.77% | 0.60 | 0.61 | 100'000 | 100'000 | 95'457 | 60'729 | 53'643 | 34'962 | 100.00% | 100.00% |
28.12.2020 | 1.37% | 0.69 | 0.70 | 100'000 | 100'000 | 78'511 | 60'729 | 57'046 | 44'792 | 100.00% | 100.00% |
23.12.2020 | 1.13% | 0.94 | 0.95 | 100'000 | 100'000 | 70'214 | 62'768 | 62'293 | 56'485 | 84.03% | 84.03% |
22.12.2020 | 1.16% | 0.93 | 0.94 | 100'000 | 100'000 | 71'137 | 60'730 | 61'144 | 52'996 | 99.99% | 99.99% |
21.12.2020 | 0.91% | 1.24 | 1.25 | 100'000 | 100'000 | 62'746 | 60'730 | 70'495 | 69'304 | 99.90% | 99.90% |