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 | 3.74% | 0.25 | 0.26 | 200'000 | 100'000 | 194'382 | 100'000 | 51'045 | 27'300 | 100.00% | 100.00% |
22.12.2020 | 3.35% | 0.28 | 0.29 | 180'000 | 100'000 | 176'620 | 100'000 | 51'808 | 30'360 | 100.00% | 100.00% |
21.12.2020 | 3.22% | 0.30 | 0.31 | 170'000 | 100'000 | 169'396 | 100'000 | 51'816 | 31'636 | 93.05% | 93.05% |
18.12.2020 | 4.75% | 0.21 | 0.22 | 240'000 | 100'000 | 244'733 | 100'000 | 50'270 | 21'564 | 100.00% | 100.00% |
17.12.2020 | 4.61% | 0.21 | 0.22 | 240'000 | 100'000 | 238'212 | 100'000 | 50'484 | 22'244 | 100.00% | 100.00% |
16.12.2020 | 4.28% | 0.24 | 0.25 | 210'000 | 100'000 | 220'996 | 100'000 | 50'547 | 23'900 | 99.97% | 99.97% |
15.12.2020 | 3.72% | 0.25 | 0.26 | 200'000 | 100'000 | 193'999 | 100'000 | 51'144 | 27'405 | 100.00% | 100.00% |
14.12.2020 | 3.44% | 0.28 | 0.29 | 180'000 | 100'000 | 179'704 | 100'000 | 51'321 | 29'677 | 100.00% | 100.00% |
11.12.2020 | 2.93% | 0.34 | 0.35 | 150'000 | 100'000 | 154'283 | 100'000 | 51'838 | 34'624 | 100.00% | 100.00% |