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 | - | - |
03.11.2020 | 3.07% | 0.32 | 0.33 | 175'000 | 175'000 | 174'987 | 174'987 | 56'098 | 57'847 | 99.53% | 99.53% |
02.11.2020 | 2.94% | 0.34 | 0.35 | 150'000 | 150'000 | 162'764 | 162'763 | 54'566 | 56'193 | 100.00% | 100.00% |
30.10.2020 | 2.93% | 0.34 | 0.35 | 150'000 | 150'000 | 161'204 | 161'204 | 54'182 | 55'794 | 100.00% | 100.00% |
29.10.2020 | 2.68% | 0.37 | 0.38 | 150'000 | 150'000 | 149'982 | 149'982 | 55'197 | 56'697 | 99.79% | 99.79% |
28.10.2020 | 2.57% | 0.39 | 0.40 | 125'000 | 125'000 | 144'035 | 144'035 | 55'190 | 56'630 | 100.00% | 100.00% |
27.10.2020 | 2.77% | 0.35 | 0.36 | 150'000 | 150'000 | 150'000 | 150'000 | 53'423 | 54'923 | 100.00% | 100.00% |
26.10.2020 | 2.79% | 0.35 | 0.36 | 150'000 | 150'000 | 150'070 | 150'071 | 53'004 | 54'504 | 100.00% | 100.00% |
23.10.2020 | 3.28% | 0.31 | 0.32 | 175'000 | 175'000 | 175'000 | 175'000 | 52'447 | 54'197 | 100.00% | 100.00% |
22.10.2020 | 3.13% | 0.32 | 0.33 | 175'000 | 175'000 | 175'078 | 175'078 | 55'161 | 56'912 | 100.00% | 100.00% |