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 | - | - |
19.11.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'968 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
18.11.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
17.11.2020 | 170.12% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'467 | 3'792 | 99.03% | 99.03% |
16.11.2020 | 50.30% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'266 | 4'908 | 100.00% | 100.00% |
13.11.2020 | 22.14% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'877 | 250'000 | 20'101 | 6'276 | 100.00% | 100.00% |
12.11.2020 | 22.20% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'095 | 6'274 | 99.31% | 99.31% |
11.11.2020 | 22.54% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'752 | 6'188 | 98.53% | 98.53% |
10.11.2020 | 20.08% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'657 | 6'914 | 96.85% | 96.85% |
09.11.2020 | 20.19% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'595 | 6'899 | 96.14% | 96.14% |