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 | 1.73% | 0.57 | 0.58 | 80'000 | 80'000 | 80'000 | 80'000 | 45'765 | 46'565 | 98.26% | 98.26% |
17.12.2020 | 1.67% | 0.60 | 0.61 | 80'000 | 80'000 | 80'000 | 80'000 | 47'602 | 48'402 | 99.95% | 99.95% |
16.12.2020 | 2.07% | 0.47 | 0.48 | 80'000 | 80'000 | 80'000 | 80'000 | 38'241 | 39'041 | 99.98% | 99.98% |
15.12.2020 | 2.33% | 0.46 | 0.47 | 80'000 | 80'000 | 80'000 | 80'000 | 33'908 | 34'708 | 100.00% | 100.00% |
14.12.2020 | 2.44% | 0.41 | 0.42 | 90'000 | 90'000 | 90'000 | 90'000 | 36'454 | 37'354 | 100.00% | 100.00% |
11.12.2020 | 2.67% | 0.36 | 0.37 | 90'000 | 90'000 | 90'000 | 90'000 | 33'371 | 34'271 | 100.00% | 100.00% |
10.12.2020 | 2.14% | 0.44 | 0.45 | 80'000 | 80'000 | 80'000 | 80'000 | 37'038 | 37'838 | 100.00% | 100.00% |
09.12.2020 | 2.39% | 0.46 | 0.47 | 90'000 | 90'000 | 90'000 | 90'000 | 37'371 | 38'271 | 99.40% | 99.40% |
08.12.2020 | 2.95% | 0.32 | 0.33 | 90'000 | 90'000 | 90'000 | 90'000 | 30'161 | 31'061 | 99.69% | 99.69% |