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 | 7.49% | 0.14 | 0.15 | 360'000 | 100'000 | 393'397 | 100'000 | 50'532 | 13'953 | 100.00% | 100.00% |
23.11.2020 | 5.90% | 0.16 | 0.17 | 320'000 | 100'000 | 310'156 | 100'000 | 51'011 | 17'493 | 99.96% | 99.96% |
20.11.2020 | 4.75% | 0.21 | 0.22 | 240'000 | 100'000 | 245'170 | 100'000 | 50'368 | 21'579 | 100.00% | 100.00% |
19.11.2020 | 4.35% | 0.22 | 0.23 | 230'000 | 100'000 | 225'191 | 100'000 | 50'586 | 23'481 | 100.00% | 100.00% |
18.11.2020 | 4.19% | 0.22 | 0.23 | 230'000 | 100'000 | 216'550 | 100'000 | 50'566 | 24'415 | 100.00% | 100.00% |
17.11.2020 | 4.32% | 0.24 | 0.25 | 210'000 | 100'000 | 223'132 | 100'000 | 50'563 | 23'687 | 100.00% | 100.00% |
16.11.2020 | 3.84% | 0.24 | 0.25 | 210'000 | 100'000 | 197'975 | 100'000 | 50'517 | 26'685 | 100.00% | 100.00% |
13.11.2020 | 3.40% | 0.30 | 0.31 | 170'000 | 100'000 | 178'709 | 100'000 | 51'691 | 29'933 | 100.00% | 100.00% |
12.11.2020 | 3.22% | 0.29 | 0.30 | 180'000 | 100'000 | 169'910 | 100'000 | 51'903 | 31'572 | 99.98% | 99.98% |