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 | 2.17% | 0.46 | 0.47 | 120'000 | 120'000 | 120'000 | 120'000 | 54'711 | 55'911 | 99.97% | 99.97% |
17.12.2020 | 2.13% | 0.46 | 0.47 | 130'000 | 130'000 | 130'000 | 130'000 | 60'335 | 61'635 | 99.83% | 99.83% |
16.12.2020 | 2.06% | 0.45 | 0.46 | 130'000 | 130'000 | 130'000 | 130'000 | 62'562 | 63'862 | 99.90% | 99.90% |
15.12.2020 | 2.28% | 0.45 | 0.46 | 130'000 | 130'000 | 130'000 | 130'000 | 56'488 | 57'788 | 98.76% | 98.76% |
14.12.2020 | 2.24% | 0.42 | 0.43 | 130'000 | 130'000 | 130'000 | 130'000 | 57'562 | 58'862 | 99.40% | 99.40% |
11.12.2020 | 2.38% | 0.41 | 0.42 | 130'000 | 130'000 | 130'000 | 130'000 | 53'962 | 55'262 | 98.68% | 98.68% |
10.12.2020 | 1.97% | 0.48 | 0.49 | 130'000 | 130'000 | 130'000 | 130'000 | 65'511 | 66'811 | 96.95% | 96.95% |
09.12.2020 | 1.83% | 0.54 | 0.55 | 130'000 | 130'000 | 130'000 | 130'000 | 70'564 | 71'864 | 99.09% | 99.09% |
08.12.2020 | 1.84% | 0.53 | 0.54 | 130'000 | 130'000 | 130'000 | 130'000 | 70'220 | 71'520 | 99.37% | 99.37% |