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 | 2.43% | 0.41 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 81'157 | 83'157 | 100.00% | 100.00% |
17.12.2020 | 2.31% | 0.41 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 85'767 | 87'767 | 100.00% | 100.00% |
16.12.2020 | 2.19% | 0.43 | 0.44 | 210'000 | 210'000 | 210'000 | 210'000 | 94'744 | 96'844 | 100.00% | 100.00% |
15.12.2020 | 2.38% | 0.42 | 0.43 | 210'000 | 210'000 | 210'000 | 210'000 | 87'202 | 89'302 | 100.00% | 100.00% |
14.12.2020 | 2.37% | 0.40 | 0.41 | 210'000 | 210'000 | 210'000 | 210'000 | 87'430 | 89'530 | 100.00% | 100.00% |
11.12.2020 | 2.52% | 0.39 | 0.40 | 210'000 | 210'000 | 210'000 | 210'000 | 82'271 | 84'371 | 100.00% | 100.00% |
10.12.2020 | 2.23% | 0.43 | 0.44 | 210'000 | 210'000 | 210'000 | 210'000 | 93'462 | 95'562 | 100.00% | 100.00% |
09.12.2020 | 2.01% | 0.49 | 0.50 | 210'000 | 210'000 | 210'000 | 210'000 | 103'559 | 105'659 | 99.63% | 99.63% |
08.12.2020 | 2.05% | 0.48 | 0.49 | 210'000 | 210'000 | 210'000 | 210'000 | 101'229 | 103'329 | 100.00% | 100.00% |