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 | 6.62% | 0.12 | 0.13 | 50'000 | 100'000 | 99'996 | 100'000 | 14'678 | 15'679 | 83.73% | 99.94% |
26.11.2020 | 5.57% | 0.16 | 0.18 | 50'000 | 100'000 | 100'000 | 100'000 | 17'518 | 18'518 | 96.88% | 100.00% |
25.11.2020 | 5.08% | 0.17 | 0.20 | 100'000 | 100'000 | 100'000 | 99'978 | 19'457 | 20'453 | 96.88% | 100.00% |
24.11.2020 | 4.69% | 0.18 | 0.18 | 50'000 | 100'000 | 100'000 | 100'000 | 20'999 | 21'999 | 96.88% | 100.00% |
23.11.2020 | 4.11% | 0.32 | 0.33 | 100'000 | 100'000 | 100'000 | 100'000 | 24'462 | 25'462 | 100.00% | 100.00% |
20.11.2020 | 2.88% | 0.35 | 0.36 | 100'000 | 100'000 | 100'000 | 100'000 | 34'360 | 35'360 | 100.00% | 100.00% |
19.11.2020 | 2.59% | 0.38 | 0.39 | 100'000 | 100'000 | 100'000 | 100'000 | 38'224 | 39'224 | 100.00% | 100.00% |
18.11.2020 | 3.18% | 0.27 | 0.28 | 100'000 | 100'000 | 100'000 | 100'000 | 31'097 | 32'097 | 100.00% | 100.00% |
17.11.2020 | 2.61% | 0.35 | 0.36 | 100'000 | 100'000 | 100'000 | 100'000 | 37'912 | 38'912 | 100.00% | 100.00% |