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 | - | - |
16.11.2020 | - | 72.02 | 72.60 | 60'000 | 60'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13.11.2020 | 0.80% | 70.08 | 70.64 | 60'000 | 60'000 | 60'000 | 60'000 | 41'660 | 41'995 | 98.61% | 98.61% |
12.11.2020 | 0.80% | 66.72 | 67.26 | 60'000 | 60'000 | 60'000 | 60'000 | 40'047 | 40'368 | 100.00% | 100.00% |
11.11.2020 | 0.80% | 67.15 | 67.69 | 60'000 | 60'000 | 60'000 | 60'000 | 40'576 | 40'902 | 99.90% | 99.90% |
10.11.2020 | 0.80% | 68.38 | 68.93 | 40'000 | 60'000 | 51'409 | 60'000 | 34'631 | 40'799 | 100.00% | 100.00% |
09.11.2020 | 0.80% | 63.93 | 64.44 | 60'000 | 60'000 | 60'000 | 59'320 | 36'410 | 36'322 | 99.11% | 99.11% |
06.11.2020 | 0.80% | 54.95 | 55.39 | 60'000 | 2'000 | 60'000 | 15'411 | 33'422 | 8'675 | 100.00% | 100.00% |
05.11.2020 | 0.80% | 55.60 | 56.05 | 60'000 | 60'000 | 60'000 | 60'000 | 32'854 | 33'118 | 100.00% | 100.00% |
04.11.2020 | 0.80% | 54.53 | 54.97 | 60'000 | 60'000 | 60'000 | 60'000 | 32'487 | 32'748 | 100.00% | 100.00% |