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 | - | - |
26.10.2020 | 15.05% | 0.04 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 30'806 | 3'581 | 51.48% | 100.00% |
23.10.2020 | 12.13% | 0.08 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 38'947 | 4'395 | 100.00% | 100.00% |
22.10.2020 | 11.02% | 0.09 | 0.10 | 500'000 | 50'000 | 500'000 | 50'000 | 43'020 | 4'802 | 100.00% | 100.00% |
21.10.2020 | 7.93% | 0.11 | 0.12 | 460'000 | 50'000 | 417'175 | 50'000 | 50'505 | 6'579 | 100.00% | 100.00% |
20.10.2020 | 6.41% | 0.14 | 0.15 | 360'000 | 50'000 | 337'416 | 50'000 | 50'960 | 8'065 | 100.00% | 100.00% |
19.10.2020 | 5.94% | 0.16 | 0.17 | 320'000 | 50'000 | 312'689 | 50'000 | 51'106 | 8'683 | 100.00% | 100.00% |
15.10.2020 | 6.05% | 0.15 | 0.16 | 340'000 | 50'000 | 318'865 | 50'000 | 51'111 | 8'528 | 100.00% | 100.00% |
14.10.2020 | 4.40% | 0.20 | 0.21 | 50'000 | 50'000 | 150'000 | 50'000 | 33'353 | 11'618 | 95.25% | 99.58% |
13.10.2020 | 4.08% | 0.23 | 0.24 | 150'000 | 50'000 | 150'000 | 50'000 | 36'057 | 12'519 | 100.00% | 100.00% |