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 | - | - |
21.10.2020 | 2.64% | 0.31 | 0.32 | 100'000 | 100'000 | 100'000 | 100'000 | 38'045 | 39'045 | 98.28% | 98.28% |
20.10.2020 | 1.66% | 0.57 | 0.58 | 100'000 | 100'000 | 99'994 | 99'990 | 59'785 | 60'782 | 99.94% | 99.94% |
19.10.2020 | 1.34% | 0.66 | 0.67 | 100'000 | 100'000 | 99'992 | 99'992 | 74'612 | 75'612 | 99.94% | 99.94% |
15.10.2020 | 2.33% | 0.43 | 0.44 | 100'000 | 100'000 | 99'968 | 99'964 | 42'913 | 43'911 | 99.22% | 99.22% |
14.10.2020 | 1.05% | 0.85 | 0.86 | 100'000 | 100'000 | 100'000 | 100'000 | 94'974 | 95'974 | 99.96% | 99.96% |
13.10.2020 | 0.97% | 0.93 | 0.94 | 100'000 | 100'000 | 100'000 | 100'000 | 102'949 | 103'949 | 99.97% | 99.97% |
12.10.2020 | 0.99% | 1.03 | 1.04 | 100'000 | 100'000 | 100'000 | 100'000 | 100'292 | 101'292 | 99.98% | 99.98% |
09.10.2020 | 1.09% | 0.95 | 0.96 | 100'000 | 100'000 | 100'000 | 100'000 | 91'166 | 92'166 | 99.99% | 99.99% |
08.10.2020 | 1.24% | 0.87 | 0.88 | 100'000 | 100'000 | 100'000 | 100'000 | 80'741 | 81'741 | 99.97% | 99.97% |