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 | - | - |
06.11.2020 | 0.72% | 1.30 | 1.31 | 500'000 | 500'000 | 186'089 | 186'089 | 253'759 | 255'620 | 99.56% | 99.56% |
05.11.2020 | 0.70% | 1.27 | 1.28 | 500'000 | 500'000 | 187'223 | 187'223 | 255'685 | 257'557 | 99.95% | 99.95% |
04.11.2020 | 0.51% | 1.62 | 1.63 | 500'000 | 500'000 | 187'079 | 187'079 | 346'155 | 348'026 | 99.62% | 99.62% |
03.11.2020 | 0.45% | 2.02 | 2.03 | 500'000 | 500'000 | 183'603 | 183'603 | 398'786 | 400'622 | 97.61% | 97.61% |
02.11.2020 | 0.37% | 2.65 | 2.66 | 500'000 | 500'000 | 183'661 | 183'661 | 488'824 | 490'660 | 95.47% | 95.47% |
30.10.2020 | 0.32% | 3.14 | 3.15 | 500'000 | 500'000 | 225'345 | 225'345 | 705'285 | 707'538 | 92.58% | 92.58% |
29.10.2020 | 0.34% | 2.96 | 2.97 | 500'000 | 500'000 | 232'844 | 232'844 | 684'810 | 687'138 | 92.91% | 92.91% |
28.10.2020 | 0.38% | 2.73 | 2.74 | 500'000 | 500'000 | 228'352 | 228'352 | 616'671 | 618'954 | 95.81% | 95.81% |
27.10.2020 | 0.52% | 1.98 | 1.99 | 500'000 | 500'000 | 238'225 | 238'225 | 466'501 | 468'883 | 95.94% | 95.94% |