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 | - | - |
28.10.2020 | 4.83% | 0.19 | 0.20 | 200'000 | 200'000 | 200'000 | 200'000 | 41'020 | 43'020 | 99.97% | 99.97% |
27.10.2020 | 3.14% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 63'607 | 65'607 | 97.81% | 97.81% |
26.10.2020 | 2.54% | 0.39 | 0.40 | 200'000 | 200'000 | 200'000 | 200'000 | 77'830 | 79'830 | 100.00% | 100.00% |
23.10.2020 | 2.44% | 0.40 | 0.41 | 200'000 | 200'000 | 200'000 | 200'000 | 81'052 | 83'052 | 99.91% | 99.91% |
22.10.2020 | 2.61% | 0.41 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 75'902 | 77'902 | 100.00% | 100.00% |
21.10.2020 | 2.33% | 0.41 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 84'911 | 86'911 | 88.94% | 88.94% |
20.10.2020 | 2.15% | 0.46 | 0.47 | 200'000 | 200'000 | 200'000 | 200'000 | 91'938 | 93'938 | 97.97% | 97.97% |
19.10.2020 | 1.86% | 0.50 | 0.51 | 200'000 | 200'000 | 200'000 | 200'000 | 106'534 | 108'534 | 99.22% | 99.22% |
15.10.2020 | 2.00% | 0.48 | 0.49 | 200'000 | 200'000 | 200'000 | 200'000 | 99'105 | 101'105 | 100.00% | 100.00% |