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 | - | - |
05.11.2020 | 8.78% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 999'940 | 110'535 | 120'528 | 99.96% | 99.96% |
04.11.2020 | 5.82% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 168'108 | 178'108 | 99.81% | 99.81% |
03.11.2020 | 5.13% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 190'591 | 200'591 | 99.76% | 99.76% |
02.11.2020 | 4.40% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 222'459 | 232'459 | 99.64% | 99.64% |
30.10.2020 | 4.88% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 200'025 | 210'026 | 100.00% | 100.00% |
29.10.2020 | 5.71% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 171'653 | 181'653 | 99.85% | 99.85% |
28.10.2020 | 6.17% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'969 | 1'000'000 | 157'265 | 167'270 | 99.91% | 99.91% |
27.10.2020 | 7.87% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 964'207 | 964'207 | 118'159 | 127'801 | 99.37% | 99.37% |
26.10.2020 | 8.39% | 0.12 | 0.13 | 500'000 | 500'000 | 501'102 | 501'119 | 57'295 | 62'309 | 99.84% | 99.84% |