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 | - | - |
17.11.2020 | 21.72% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 12'448 | 15'448 | 99.43% | 99.43% |
16.11.2020 | 12.45% | 0.07 | 0.08 | 300'000 | 300'000 | 300'000 | 300'000 | 22'720 | 25'720 | 99.99% | 99.99% |
13.11.2020 | 7.68% | 0.13 | 0.14 | 300'000 | 300'000 | 300'000 | 300'000 | 37'603 | 40'603 | 100.00% | 100.00% |
12.11.2020 | 7.16% | 0.12 | 0.13 | 300'000 | 300'000 | 300'000 | 300'000 | 40'600 | 43'600 | 99.99% | 99.99% |
11.11.2020 | 6.94% | 0.14 | 0.15 | 300'000 | 300'000 | 300'000 | 300'000 | 41'857 | 44'857 | 99.59% | 99.59% |
10.11.2020 | 8.13% | 0.12 | 0.13 | 300'000 | 300'000 | 300'000 | 300'000 | 35'690 | 38'690 | 99.98% | 99.98% |
09.11.2020 | 13.20% | 0.17 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 23'436 | 26'436 | 99.76% | 99.76% |
06.11.2020 | 8.35% | 0.10 | 0.11 | 300'000 | 300'000 | 300'000 | 300'000 | 34'757 | 37'757 | 99.98% | 99.98% |
05.11.2020 | 7.16% | 0.14 | 0.15 | 300'000 | 300'000 | 300'000 | 300'000 | 40'724 | 43'724 | 99.98% | 99.98% |