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 | - | - |
26.10.2020 | 1.10% | 62.64 | 63.34 | 150'000 | 1'000 | 149'999 | 1'000 | 94'909 | 640 | 100.00% | 100.00% |
23.10.2020 | 1.09% | 63.38 | 64.08 | 150'000 | 1'000 | 150'000 | 1'000 | 95'562 | 644 | 98.92% | 98.92% |
22.10.2020 | 1.13% | 61.86 | 62.56 | 150'000 | 1'000 | 150'000 | 1'000 | 92'663 | 625 | 99.92% | 99.92% |
21.10.2020 | 1.10% | 62.45 | 63.15 | 150'000 | 1'000 | 150'000 | 1'000 | 94'771 | 639 | 99.97% | 99.97% |
20.10.2020 | 1.08% | 63.65 | 64.35 | 150'000 | 1'000 | 150'000 | 1'000 | 96'393 | 650 | 99.85% | 99.85% |
19.10.2020 | 1.11% | 63.25 | 63.95 | 150'000 | 1'000 | 150'000 | 1'000 | 94'257 | 635 | 99.97% | 99.97% |
15.10.2020 | 1.17% | 59.98 | 60.68 | 150'000 | 1'000 | 150'000 | 1'000 | 88'871 | 599 | 98.98% | 98.98% |
14.10.2020 | 1.13% | 60.92 | 61.62 | 150'000 | 1'000 | 150'000 | 1'000 | 92'320 | 622 | 99.50% | 99.50% |
13.10.2020 | 1.12% | 61.71 | 62.41 | 150'000 | 1'000 | 150'000 | 1'000 | 92'937 | 627 | 99.93% | 99.93% |