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 | - | - |
20.10.2020 | 11.36% | 0.08 | 0.09 | 300'000 | 300'000 | 300'000 | 300'000 | 24'980 | 27'980 | 100.00% | 100.00% |
19.10.2020 | 10.18% | 0.08 | 0.09 | 300'000 | 300'000 | 300'000 | 300'000 | 28'222 | 31'222 | 99.73% | 99.73% |
15.10.2020 | 6.20% | 0.15 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 46'953 | 49'953 | 99.92% | 99.92% |
14.10.2020 | 6.24% | 0.14 | 0.14 | 300'000 | 300'000 | 300'000 | 300'000 | 46'935 | 49'935 | 99.58% | 99.58% |
13.10.2020 | 5.50% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 53'077 | 56'077 | 99.93% | 99.93% |
12.10.2020 | 5.44% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 54'123 | 57'123 | 100.00% | 100.00% |
09.10.2020 | 8.11% | 0.11 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 35'857 | 38'857 | 100.00% | 100.00% |
08.10.2020 | 5.42% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 53'875 | 56'875 | 99.99% | 99.99% |
07.10.2020 | 5.54% | 0.17 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 52'679 | 55'679 | 99.96% | 99.96% |