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 | 3.25% | 0.29 | 0.30 | 100'000 | 100'000 | 100'000 | 99'978 | 30'324 | 31'317 | 100.00% | 100.00% |
16.11.2020 | 2.58% | 0.34 | 0.35 | 100'000 | 100'000 | 100'000 | 100'000 | 38'445 | 39'445 | 100.00% | 100.00% |
13.11.2020 | 2.37% | 0.41 | 0.42 | 100'000 | 100'000 | 100'000 | 100'000 | 41'745 | 42'745 | 100.00% | 100.00% |
12.11.2020 | 2.63% | 0.39 | 0.40 | 100'000 | 100'000 | 100'000 | 100'000 | 37'511 | 38'511 | 99.37% | 99.37% |
11.11.2020 | 2.75% | 0.34 | 0.35 | 100'000 | 100'000 | 100'000 | 100'000 | 35'875 | 36'875 | 100.00% | 100.00% |
10.11.2020 | 2.53% | 0.35 | 0.36 | 100'000 | 100'000 | 100'000 | 100'000 | 39'159 | 40'159 | 96.76% | 96.76% |
09.11.2020 | 2.68% | 0.35 | 0.36 | 100'000 | 100'000 | 100'000 | 100'000 | 37'440 | 38'440 | 99.08% | 99.08% |
06.11.2020 | 1.79% | 0.52 | 0.53 | 100'000 | 100'000 | 100'000 | 100'000 | 55'511 | 56'511 | 100.00% | 100.00% |
05.11.2020 | 1.72% | 0.57 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 57'503 | 58'503 | 100.00% | 100.00% |