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 | 2.52% | 0.40 | 0.41 | 310'000 | 310'000 | 310'000 | 310'000 | 121'331 | 124'431 | 100.00% | 100.00% |
17.12.2020 | 2.46% | 0.39 | 0.40 | 310'000 | 310'000 | 310'000 | 310'000 | 124'562 | 127'662 | 100.00% | 100.00% |
16.12.2020 | 2.77% | 0.38 | 0.39 | 310'000 | 310'000 | 310'000 | 310'000 | 111'096 | 114'196 | 99.39% | 99.39% |
15.12.2020 | 3.48% | 0.27 | 0.28 | 320'000 | 320'000 | 320'000 | 320'000 | 90'355 | 93'555 | 98.46% | 98.46% |
14.12.2020 | 3.22% | 0.28 | 0.29 | 330'000 | 330'000 | 330'000 | 330'000 | 101'141 | 104'441 | 100.00% | 100.00% |
11.12.2020 | 3.29% | 0.31 | 0.32 | 310'000 | 310'000 | 310'000 | 310'000 | 92'724 | 95'824 | 99.76% | 99.76% |
10.12.2020 | 2.84% | 0.37 | 0.38 | 320'000 | 320'000 | 320'000 | 320'000 | 111'341 | 114'541 | 99.99% | 99.99% |
09.12.2020 | 2.80% | 0.34 | 0.35 | 320'000 | 320'000 | 320'000 | 320'000 | 112'653 | 115'853 | 99.63% | 99.63% |
08.12.2020 | 3.13% | 0.32 | 0.33 | 320'000 | 320'000 | 320'000 | 320'000 | 100'854 | 104'054 | 100.00% | 100.00% |