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 | 16.10% | 0.12 | 0.13 | 200'000 | 200'000 | 200'000 | 200'000 | 22'608 | 26'513 | 100.00% | 100.00% |
23.10.2020 | 8.45% | 0.11 | 0.12 | 200'000 | 200'000 | 200'000 | 200'000 | 22'801 | 24'808 | 99.90% | 99.90% |
22.10.2020 | 21.26% | 0.11 | 0.12 | 200'000 | 200'000 | 200'000 | 200'000 | 16'899 | 20'565 | 100.00% | 100.00% |
21.10.2020 | 7.53% | 0.11 | 0.12 | 200'000 | 200'000 | 200'000 | 200'000 | 25'704 | 27'704 | 88.95% | 88.95% |
20.10.2020 | 5.96% | 0.17 | 0.18 | 200'000 | 200'000 | 200'000 | 200'000 | 32'826 | 34'826 | 97.98% | 97.98% |
19.10.2020 | 4.16% | 0.21 | 0.22 | 200'000 | 200'000 | 200'000 | 200'000 | 47'238 | 49'238 | 99.22% | 99.22% |
15.10.2020 | 5.01% | 0.18 | 0.19 | 200'000 | 200'000 | 200'000 | 200'000 | 39'098 | 41'098 | 99.98% | 99.98% |
14.10.2020 | 3.30% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 59'775 | 61'775 | 99.22% | 99.22% |
13.10.2020 | 3.01% | 0.29 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 65'611 | 67'611 | 100.00% | 100.00% |