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 | - | - |
18.11.2020 | 3.75% | 96.70 | 100.40 | 50'000 | 10'000 | 50'000 | 10'000 | 48'350 | 10'040 | 100.00% | 100.00% |
17.11.2020 | 2.69% | 100.10 | 100.50 | 500'000 | 100'000 | 134'740 | 26'948 | 133'747 | 27'083 | 98.90% | 98.90% |
16.11.2020 | 2.69% | 100.20 | 100.60 | 500'000 | 100'000 | 123'267 | 24'653 | 122'381 | 24'801 | 95.73% | 95.73% |
13.11.2020 | 2.77% | 100.30 | 100.70 | 500'000 | 100'000 | 110'405 | 22'081 | 109'567 | 22'236 | 96.99% | 96.99% |
12.11.2020 | 2.75% | 100.30 | 100.70 | 500'000 | 100'000 | 122'588 | 24'518 | 121'833 | 24'698 | 96.61% | 96.61% |
11.11.2020 | 2.69% | 100.40 | 100.80 | 500'000 | 100'000 | 121'486 | 24'297 | 120'838 | 24'492 | 98.19% | 98.19% |
10.11.2020 | 2.69% | 100.50 | 100.90 | 500'000 | 100'000 | 146'951 | 29'390 | 146'550 | 29'655 | 99.58% | 99.58% |
09.11.2020 | 2.80% | 100.50 | 100.90 | 500'000 | 100'000 | 147'489 | 29'498 | 147'040 | 29'763 | 99.04% | 99.04% |
06.11.2020 | 2.91% | 100.70 | 101.10 | 500'000 | 100'000 | 142'967 | 28'593 | 142'722 | 28'908 | 97.29% | 97.29% |