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 | - | - |
27.10.2020 | 5.28% | 0.14 | 0.16 | 100'000 | 100'000 | 100'000 | 100'000 | 18'582 | 19'582 | 99.69% | 99.69% |
26.10.2020 | 3.83% | 0.24 | 0.25 | 100'000 | 100'000 | 100'000 | 100'000 | 25'681 | 26'681 | 100.00% | 100.00% |
23.10.2020 | 3.26% | 0.30 | 0.31 | 100'000 | 100'000 | 100'000 | 100'000 | 30'188 | 31'188 | 100.00% | 100.00% |
22.10.2020 | 3.58% | 0.29 | 0.30 | 100'000 | 100'000 | 100'000 | 100'000 | 27'422 | 28'422 | 100.00% | 100.00% |
21.10.2020 | 3.02% | 0.31 | 0.32 | 100'000 | 100'000 | 100'000 | 100'000 | 32'623 | 33'623 | 90.25% | 90.25% |
20.10.2020 | 2.73% | 0.36 | 0.37 | 100'000 | 100'000 | 100'000 | 100'000 | 36'163 | 37'163 | 100.00% | 100.00% |
19.10.2020 | 2.73% | 0.37 | 0.38 | 100'000 | 100'000 | 100'000 | 100'000 | 36'100 | 37'100 | 99.83% | 99.83% |
15.10.2020 | 2.99% | 0.34 | 0.35 | 100'000 | 100'000 | 100'000 | 100'000 | 33'020 | 34'020 | 99.99% | 99.99% |
14.10.2020 | 2.29% | 0.42 | 0.43 | 100'000 | 100'000 | 100'000 | 100'000 | 43'199 | 44'199 | 99.94% | 99.94% |