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 | - | - |
27.10.2020 | 18.60% | 0.17 | 0.23 | 30'000 | 30'000 | 30'000 | 30'000 | 5'699 | 6'828 | 97.25% | 97.25% |
26.10.2020 | 3.86% | 0.26 | 0.27 | 30'000 | 30'000 | 30'000 | 30'000 | 7'672 | 7'972 | 99.44% | 99.44% |
23.10.2020 | 4.30% | 0.21 | 0.22 | 30'000 | 30'000 | 30'000 | 30'000 | 6'840 | 7'140 | 97.95% | 97.95% |
22.10.2020 | 5.19% | 0.20 | 0.21 | 30'000 | 30'000 | 30'000 | 30'000 | 5'737 | 6'037 | 99.27% | 99.27% |
21.10.2020 | 3.71% | 0.23 | 0.24 | 30'000 | 30'000 | 30'000 | 30'000 | 7'994 | 8'294 | 85.84% | 85.84% |
20.10.2020 | 2.63% | 0.34 | 0.35 | 30'000 | 30'000 | 30'000 | 30'000 | 11'306 | 11'606 | 97.40% | 97.40% |
19.10.2020 | 2.29% | 0.41 | 0.42 | 30'000 | 30'000 | 30'000 | 30'000 | 12'967 | 13'267 | 98.68% | 98.68% |
15.10.2020 | 2.84% | 0.38 | 0.39 | 30'000 | 30'000 | 30'000 | 30'000 | 10'444 | 10'744 | 96.96% | 96.96% |
14.10.2020 | 2.35% | 0.41 | 0.42 | 30'000 | 30'000 | 30'000 | 30'000 | 12'642 | 12'942 | 98.51% | 98.51% |