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 | - | - |
15.10.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 987'279 | 250'000 | 987 | 3'750 | 98.07% | 98.07% |
14.10.2020 | 86.23% | 0.00 | 0.02 | 1'000'000 | 250'000 | 991'916 | 249'666 | 11'773 | 5'192 | 97.57% | 97.57% |
13.10.2020 | 12.47% | 0.03 | 0.03 | 1'000'000 | 250'000 | 999'936 | 296'842 | 39'633 | 13'706 | 99.71% | 99.71% |
12.10.2020 | 11.14% | 0.05 | 0.05 | 1'000'000 | 250'000 | 998'344 | 317'110 | 43'036 | 15'729 | 100.00% | 100.00% |
09.10.2020 | 13.02% | 0.04 | 0.05 | 1'000'000 | 250'000 | 999'774 | 250'000 | 36'134 | 10'286 | 100.00% | 100.00% |
08.10.2020 | 16.09% | 0.04 | 0.04 | 1'000'000 | 250'000 | 999'412 | 250'000 | 29'676 | 8'675 | 99.90% | 99.90% |
07.10.2020 | 15.76% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'572 | 249'483 | 30'352 | 8'822 | 98.83% | 98.83% |
06.10.2020 | 10.58% | 0.04 | 0.04 | 1'000'000 | 51'800 | 985'579 | 332'421 | 44'593 | 17'231 | 100.00% | 100.00% |
05.10.2020 | 5.86% | 0.09 | 0.09 | 575'000 | 300'000 | 569'291 | 354'448 | 51'556 | 34'493 | 100.00% | 100.00% |