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 | 1.00% | 0.87 | 0.88 | 750'000 | 750'000 | 750'000 | 749'999 | 752'110 | 759'609 | 98.85% | 98.85% |
26.10.2020 | 0.71% | 1.14 | 1.15 | 750'000 | 750'000 | 750'000 | 750'000 | 1'056'580 | 1'064'080 | 99.99% | 99.99% |
23.10.2020 | 0.46% | 2.11 | 2.12 | 750'000 | 750'000 | 750'000 | 750'000 | 1'623'650 | 1'631'150 | 95.92% | 95.92% |
22.10.2020 | 0.54% | 1.93 | 1.94 | 750'000 | 750'000 | 750'000 | 750'000 | 1'381'350 | 1'388'850 | 98.25% | 98.25% |
21.10.2020 | 0.47% | 1.99 | 2.00 | 750'000 | 750'000 | 750'000 | 750'000 | 1'581'870 | 1'589'370 | 94.76% | 94.76% |
20.10.2020 | 0.41% | 2.38 | 2.39 | 750'000 | 750'000 | 750'000 | 750'000 | 1'845'410 | 1'852'910 | 99.97% | 99.97% |
19.10.2020 | 0.37% | 2.65 | 2.66 | 750'000 | 750'000 | 750'000 | 750'000 | 2'017'590 | 2'025'090 | 99.84% | 99.84% |
15.10.2020 | 0.46% | 2.27 | 2.28 | 750'000 | 750'000 | 750'000 | 750'000 | 1'632'130 | 1'639'630 | 99.34% | 99.34% |
14.10.2020 | 0.34% | 2.95 | 2.96 | 750'000 | 750'000 | 750'000 | 750'000 | 2'198'090 | 2'205'590 | 98.44% | 98.44% |