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 | - | - |
24.11.2020 | 10.01% | 0.10 | 0.11 | 500'000 | 100'000 | 487'409 | 100'000 | 46'784 | 10'641 | 100.00% | 100.00% |
23.11.2020 | 7.13% | 0.14 | 0.15 | 360'000 | 100'000 | 373'952 | 100'000 | 50'567 | 14'580 | 99.99% | 99.99% |
20.11.2020 | 5.42% | 0.18 | 0.19 | 280'000 | 100'000 | 282'609 | 100'000 | 50'756 | 18'989 | 100.00% | 100.00% |
19.11.2020 | 4.88% | 0.20 | 0.21 | 250'000 | 100'000 | 251'450 | 100'000 | 50'237 | 20'999 | 100.00% | 100.00% |
18.11.2020 | 4.65% | 0.20 | 0.21 | 250'000 | 100'000 | 239'954 | 100'000 | 50'363 | 22'073 | 99.99% | 99.99% |
17.11.2020 | 4.78% | 0.22 | 0.23 | 230'000 | 100'000 | 245'649 | 100'000 | 50'196 | 21'462 | 100.00% | 100.00% |
16.11.2020 | 4.19% | 0.21 | 0.22 | 240'000 | 100'000 | 218'042 | 100'000 | 50'987 | 24'580 | 100.00% | 100.00% |
13.11.2020 | 3.61% | 0.28 | 0.29 | 180'000 | 100'000 | 188'112 | 100'000 | 51'128 | 28'202 | 100.00% | 100.00% |
12.11.2020 | 3.39% | 0.28 | 0.29 | 180'000 | 100'000 | 176'896 | 100'000 | 51'320 | 30'046 | 100.00% | 100.00% |