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 | - | - |
13.11.2020 | 3.42% | 0.28 | 0.29 | 40'000 | 40'000 | 40'000 | 40'000 | 11'521 | 11'921 | 100.00% | 100.00% |
12.11.2020 | 3.65% | 0.30 | 0.31 | 40'000 | 40'000 | 40'000 | 40'000 | 10'855 | 11'255 | 100.00% | 100.00% |
11.11.2020 | 4.06% | 0.24 | 0.25 | 40'000 | 40'000 | 40'000 | 40'000 | 9'680 | 10'080 | 98.65% | 98.65% |
10.11.2020 | 3.88% | 0.22 | 0.23 | 40'000 | 40'000 | 40'000 | 40'000 | 10'355 | 10'755 | 99.94% | 99.94% |
09.11.2020 | 2.37% | 0.41 | 0.42 | 40'000 | 40'000 | 40'000 | 40'000 | 16'986 | 17'386 | 99.71% | 99.71% |
06.11.2020 | 1.67% | 0.57 | 0.58 | 40'000 | 40'000 | 40'000 | 40'000 | 23'799 | 24'199 | 100.00% | 100.00% |
05.11.2020 | 1.58% | 0.58 | 0.59 | 40'000 | 40'000 | 40'000 | 40'000 | 25'187 | 25'587 | 99.87% | 99.87% |
04.11.2020 | 1.60% | 0.64 | 0.65 | 40'000 | 40'000 | 40'000 | 40'000 | 24'805 | 25'205 | 99.92% | 99.92% |
03.11.2020 | 1.65% | 0.61 | 0.62 | 40'000 | 40'000 | 40'000 | 40'000 | 24'093 | 24'493 | 99.93% | 99.93% |