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 | - | - |
16.12.2020 | 1.05% | 1.01 | 1.02 | 50'000 | 25'000 | 56'510 | 25'000 | 53'807 | 24'354 | 99.39% | 99.39% |
15.12.2020 | 0.62% | 1.52 | 1.53 | 40'000 | 25'000 | 37'514 | 25'000 | 59'928 | 40'336 | 99.30% | 99.30% |
14.12.2020 | 0.51% | 2.00 | 2.01 | 30'000 | 25'000 | 30'000 | 25'000 | 59'079 | 49'483 | 99.22% | 99.22% |
11.12.2020 | 0.50% | 1.88 | 1.89 | 30'000 | 25'000 | 30'000 | 25'000 | 59'726 | 50'022 | 99.77% | 99.77% |
10.12.2020 | 0.52% | 1.96 | 1.97 | 30'000 | 25'000 | 30'028 | 25'000 | 58'042 | 48'580 | 99.49% | 99.49% |
09.12.2020 | 0.59% | 1.79 | 1.80 | 30'000 | 25'000 | 35'223 | 25'000 | 59'022 | 42'422 | 99.43% | 99.43% |
08.12.2020 | 0.72% | 1.44 | 1.45 | 40'000 | 25'000 | 40'157 | 25'000 | 55'680 | 34'935 | 99.74% | 99.74% |
07.12.2020 | 0.52% | 1.31 | 1.32 | 40'000 | 25'000 | 31'769 | 25'000 | 61'741 | 49'614 | 99.47% | 99.47% |
04.12.2020 | 0.57% | 1.83 | 1.84 | 30'000 | 25'000 | 30'242 | 25'000 | 53'233 | 44'280 | 99.63% | 99.63% |