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 | 152'218 | 30'444 | 151'000 | 30'505 | 96.19% | 96.19% |
24.11.2020 | 1.00% | 99.40 | 100.40 | 500'000 | 100'000 | 156'653 | 31'331 | 155'713 | 31'456 | 92.20% | 92.20% |
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 | 148'856 | 29'771 | 148'261 | 29'950 | 99.45% | 99.45% |
18.11.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 100'000 | 135'532 | 27'106 | 135'261 | 27'323 | 99.66% | 99.66% |
17.11.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 100'000 | 134'271 | 26'854 | 134'026 | 27'074 | 99.56% | 99.56% |