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 | 4.67% | 0.23 | 0.24 | 225'000 | 225'000 | 251'367 | 251'377 | 52'590 | 55'106 | 100.00% | 100.00% |
18.11.2020 | 2.73% | 0.33 | 0.34 | 150'000 | 150'000 | 148'352 | 148'353 | 53'623 | 55'107 | 100.00% | 100.00% |
17.11.2020 | 2.46% | 0.39 | 0.40 | 150'000 | 150'000 | 140'455 | 140'455 | 56'416 | 57'820 | 99.02% | 99.02% |
16.11.2020 | 2.80% | 0.42 | 0.43 | 125'000 | 125'000 | 152'055 | 152'055 | 53'539 | 55'062 | 98.15% | 98.15% |
13.11.2020 | 3.07% | 0.33 | 0.34 | 175'000 | 175'000 | 172'209 | 172'409 | 55'359 | 57'150 | 100.00% | 100.00% |
12.11.2020 | 2.69% | 0.33 | 0.34 | 150'000 | 150'000 | 146'771 | 146'501 | 53'902 | 55'279 | 99.37% | 99.37% |
11.11.2020 | 2.73% | 0.41 | 0.42 | 125'000 | 125'000 | 148'579 | 148'760 | 53'761 | 55'309 | 99.92% | 99.92% |
10.11.2020 | 4.55% | 0.22 | 0.23 | 300'000 | 300'000 | 247'062 | 247'062 | 53'146 | 55'617 | 96.85% | 96.85% |
09.11.2020 | 3.29% | 0.30 | 0.31 | 200'000 | 200'000 | 176'828 | 176'758 | 53'105 | 54'847 | 95.59% | 95.59% |