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 | - | - |
27.11.2020 | 7.16% | 0.25 | 0.27 | 150'000 | 150'000 | 149'999 | 149'999 | 40'539 | 43'539 | 100.00% | 100.00% |
26.11.2020 | 6.52% | 0.29 | 0.31 | 150'000 | 150'000 | 150'000 | 150'000 | 44'591 | 47'591 | 100.00% | 100.00% |
25.11.2020 | 6.05% | 0.30 | 0.32 | 150'000 | 150'000 | 150'000 | 149'999 | 48'263 | 51'263 | 99.99% | 99.99% |
24.11.2020 | 5.74% | 0.32 | 0.34 | 150'000 | 150'000 | 150'000 | 150'000 | 50'952 | 53'952 | 100.00% | 100.00% |
23.11.2020 | 5.21% | 0.44 | 0.46 | 150'000 | 150'000 | 150'000 | 149'985 | 56'533 | 59'527 | 100.00% | 100.00% |
20.11.2020 | 4.14% | 0.48 | 0.50 | 150'000 | 150'000 | 150'000 | 149'995 | 71'081 | 74'079 | 100.00% | 100.00% |
19.11.2020 | 3.85% | 0.51 | 0.53 | 150'000 | 150'000 | 150'000 | 149'999 | 76'594 | 79'594 | 100.00% | 100.00% |
18.11.2020 | 4.45% | 0.40 | 0.42 | 150'000 | 150'000 | 149'992 | 149'995 | 66'102 | 69'103 | 100.00% | 100.00% |
17.11.2020 | 3.90% | 0.48 | 0.50 | 150'000 | 150'000 | 150'000 | 150'000 | 75'467 | 78'467 | 100.00% | 100.00% |