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 | 3.63% | 0.25 | 0.26 | 80'000 | 80'000 | 80'000 | 80'000 | 21'661 | 22'461 | 99.75% | 99.75% |
26.10.2020 | 2.87% | 0.31 | 0.32 | 80'000 | 80'000 | 80'000 | 80'000 | 27'528 | 28'328 | 100.00% | 100.00% |
23.10.2020 | 2.60% | 0.37 | 0.38 | 80'000 | 80'000 | 80'000 | 80'000 | 30'380 | 31'180 | 100.00% | 100.00% |
22.10.2020 | 2.92% | 0.36 | 0.37 | 80'000 | 80'000 | 80'000 | 80'000 | 27'057 | 27'857 | 99.98% | 99.98% |
21.10.2020 | 2.66% | 0.37 | 0.38 | 80'000 | 80'000 | 80'000 | 80'000 | 29'713 | 30'513 | 90.26% | 90.26% |
20.10.2020 | 2.35% | 0.43 | 0.44 | 80'000 | 80'000 | 80'000 | 80'000 | 33'769 | 34'569 | 99.99% | 99.99% |
19.10.2020 | 2.28% | 0.43 | 0.44 | 80'000 | 80'000 | 80'000 | 80'000 | 34'727 | 35'527 | 99.83% | 99.83% |
15.10.2020 | 2.78% | 0.35 | 0.36 | 80'000 | 80'000 | 80'000 | 80'000 | 28'480 | 29'280 | 100.00% | 100.00% |
14.10.2020 | 2.08% | 0.46 | 0.47 | 80'000 | 80'000 | 80'000 | 80'000 | 38'123 | 38'923 | 99.93% | 99.93% |