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 | 1.58% | 0.52 | 0.53 | 250'000 | 250'000 | 250'000 | 250'000 | 158'463 | 160'963 | 98.95% | 98.95% |
26.10.2020 | 1.33% | 0.72 | 0.73 | 250'000 | 250'000 | 250'000 | 250'000 | 187'467 | 189'967 | 100.00% | 100.00% |
23.10.2020 | 1.22% | 0.79 | 0.80 | 250'000 | 250'000 | 250'000 | 250'000 | 203'636 | 206'136 | 100.00% | 100.00% |
22.10.2020 | 1.44% | 0.75 | 0.76 | 250'000 | 250'000 | 250'000 | 250'000 | 173'350 | 175'850 | 99.42% | 99.42% |
21.10.2020 | 1.14% | 0.81 | 0.82 | 250'000 | 250'000 | 250'000 | 250'000 | 218'530 | 221'030 | 91.83% | 91.83% |
20.10.2020 | 0.91% | 1.07 | 1.08 | 250'000 | 250'000 | 250'000 | 250'000 | 274'108 | 276'608 | 100.00% | 100.00% |
19.10.2020 | 0.81% | 1.15 | 1.16 | 250'000 | 250'000 | 250'000 | 250'000 | 309'812 | 312'312 | 99.65% | 99.65% |
15.10.2020 | 1.07% | 0.93 | 0.94 | 250'000 | 250'000 | 250'000 | 250'000 | 233'335 | 235'835 | 99.98% | 99.98% |
14.10.2020 | 0.70% | 1.33 | 1.34 | 250'000 | 250'000 | 250'000 | 250'000 | 358'452 | 360'952 | 99.68% | 99.68% |