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 | 2.51% | 39.28 | 40.28 | 250'000 | 50'000 | 250'000 | 50'000 | 98'478 | 20'196 | 100.00% | 100.00% |
26.10.2020 | 2.46% | 40.08 | 41.08 | 250'000 | 50'000 | 250'000 | 50'000 | 100'192 | 20'538 | 100.00% | 100.00% |
23.10.2020 | 2.48% | 39.60 | 40.60 | 250'000 | 50'000 | 250'000 | 50'000 | 99'571 | 20'414 | 100.00% | 100.00% |
22.10.2020 | 2.50% | 39.51 | 40.51 | 250'000 | 50'000 | 250'000 | 50'000 | 98'688 | 20'238 | 100.00% | 100.00% |
21.10.2020 | 2.45% | 39.87 | 40.87 | 250'000 | 50'000 | 250'000 | 50'000 | 100'595 | 20'619 | 100.00% | 100.00% |
20.10.2020 | 2.40% | 40.97 | 41.97 | 250'000 | 50'000 | 250'000 | 50'000 | 103'120 | 21'124 | 100.00% | 100.00% |
19.10.2020 | 2.37% | 41.54 | 42.54 | 250'000 | 50'000 | 250'000 | 50'000 | 104'258 | 21'352 | 100.00% | 100.00% |
15.10.2020 | 2.41% | 41.28 | 42.28 | 250'000 | 50'000 | 250'000 | 50'000 | 102'284 | 20'957 | 100.00% | 100.00% |
14.10.2020 | 2.38% | 41.39 | 42.39 | 250'000 | 50'000 | 250'000 | 50'000 | 103'807 | 21'261 | 100.00% | 100.00% |