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 | 1.00% | 99.20 | 100.20 | 50'000 | 10'000 | 50'000 | 10'000 | 49'600 | 10'020 | 100.00% | 100.00% |
26.11.2020 | 1.00% | 99.20 | 100.20 | 50'000 | 10'000 | 50'000 | 10'000 | 49'600 | 10'020 | 98.33% | 98.33% |
25.11.2020 | 1.00% | 99.20 | 100.20 | 500'000 | 100'000 | 152'237 | 30'447 | 151'019 | 30'508 | 96.17% | 96.17% |
24.11.2020 | 1.00% | 99.40 | 100.40 | 500'000 | 100'000 | 156'672 | 31'334 | 155'732 | 31'460 | 92.19% | 92.19% |
23.11.2020 | 1.00% | 99.50 | 100.50 | 500'000 | 100'000 | 148'333 | 29'667 | 147'591 | 29'815 | 100.00% | 100.00% |
20.11.2020 | 1.00% | 99.60 | 100.60 | 500'000 | 100'000 | 153'330 | 30'666 | 152'717 | 30'850 | 95.17% | 95.17% |
19.11.2020 | 1.00% | 99.60 | 100.60 | 500'000 | 100'000 | 148'870 | 29'774 | 148'275 | 29'953 | 99.44% | 99.44% |
18.11.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 100'000 | 135'537 | 27'107 | 135'266 | 27'324 | 99.66% | 99.66% |
17.11.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 100'000 | 134'284 | 26'857 | 134'015 | 27'072 | 99.54% | 99.54% |