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 | - | - |
02.12.2020 | 6.46% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 151'098 | 161'098 | 100.00% | 100.00% |
01.12.2020 | 4.36% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 226'128 | 236'128 | 99.88% | 99.88% |
30.11.2020 | 4.36% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 224'529 | 234'529 | 100.00% | 100.00% |
27.11.2020 | 3.56% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 276'416 | 286'416 | 98.75% | 98.75% |
26.11.2020 | 3.28% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 299'951 | 309'951 | 100.00% | 100.00% |
25.11.2020 | 3.21% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 307'006 | 317'006 | 99.21% | 99.21% |
24.11.2020 | 2.95% | 0.33 | 0.34 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 334'387 | 344'387 | 97.74% | 97.74% |
23.11.2020 | 3.03% | 0.39 | 0.40 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 327'101 | 337'101 | 100.00% | 100.00% |
20.11.2020 | 2.89% | 0.34 | 0.35 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 340'804 | 350'804 | 100.00% | 100.00% |