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 | - | - |
14.10.2020 | 3.10% | 0.30 | 0.31 | 200'000 | 100'000 | 200'000 | 100'000 | 63'533 | 32'766 | 99.58% | 99.58% |
13.10.2020 | 3.05% | 0.29 | 0.30 | 200'000 | 100'000 | 200'000 | 100'000 | 64'613 | 33'306 | 100.00% | 100.00% |
12.10.2020 | 2.94% | 0.32 | 0.33 | 200'000 | 100'000 | 200'000 | 100'000 | 67'142 | 34'571 | 100.00% | 100.00% |
09.10.2020 | 3.47% | 0.34 | 0.35 | 200'000 | 100'000 | 202'615 | 100'000 | 58'136 | 29'761 | 99.99% | 99.99% |
08.10.2020 | 4.52% | 0.23 | 0.24 | 220'000 | 100'000 | 233'258 | 100'000 | 50'442 | 22'741 | 99.98% | 99.98% |
07.10.2020 | 4.61% | 0.17 | 0.18 | 300'000 | 100'000 | 238'376 | 100'000 | 50'509 | 22'473 | 96.85% | 96.85% |
06.10.2020 | 4.03% | 0.25 | 0.26 | 200'000 | 100'000 | 207'378 | 100'000 | 50'377 | 25'335 | 99.99% | 99.99% |
05.10.2020 | 3.49% | 0.30 | 0.31 | 200'000 | 100'000 | 200'000 | 100'000 | 56'398 | 29'199 | 100.00% | 100.00% |
02.10.2020 | 4.29% | 0.27 | 0.28 | 200'000 | 100'000 | 224'582 | 100'000 | 51'329 | 24'052 | 98.76% | 98.76% |