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 | 11.56% | 0.06 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 8'482 | 9'482 | 99.99% | 99.99% |
23.10.2020 | 7.58% | 0.13 | 0.14 | 100'000 | 100'000 | 100'000 | 100'000 | 12'723 | 13'723 | 100.00% | 100.00% |
22.10.2020 | 9.00% | 0.12 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 10'647 | 11'647 | 99.99% | 99.99% |
21.10.2020 | 6.53% | 0.14 | 0.14 | 100'000 | 100'000 | 100'000 | 100'000 | 14'879 | 15'879 | 90.26% | 90.26% |
20.10.2020 | 5.48% | 0.18 | 0.19 | 100'000 | 100'000 | 100'000 | 100'000 | 17'854 | 18'854 | 100.00% | 100.00% |
19.10.2020 | 5.48% | 0.18 | 0.19 | 100'000 | 100'000 | 100'000 | 100'000 | 17'801 | 18'801 | 99.83% | 99.83% |
15.10.2020 | 6.38% | 0.17 | 0.18 | 100'000 | 100'000 | 99'987 | 100'000 | 15'271 | 16'273 | 100.00% | 100.00% |
14.10.2020 | 3.97% | 0.24 | 0.25 | 100'000 | 100'000 | 100'000 | 100'000 | 24'723 | 25'723 | 99.93% | 99.93% |
13.10.2020 | 3.48% | 0.25 | 0.26 | 100'000 | 100'000 | 99'721 | 100'000 | 28'302 | 29'380 | 100.00% | 100.00% |