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 | 1.11% | 0.76 | 0.77 | 750'000 | 750'000 | 750'000 | 750'000 | 674'566 | 682'066 | 98.84% | 98.84% |
26.10.2020 | 0.77% | 1.04 | 1.05 | 750'000 | 750'000 | 749'998 | 749'998 | 979'160 | 986'660 | 100.00% | 100.00% |
23.10.2020 | 0.49% | 1.99 | 2.00 | 750'000 | 750'000 | 750'000 | 750'000 | 1'530'890 | 1'538'390 | 95.91% | 95.91% |
22.10.2020 | 0.58% | 1.80 | 1.81 | 750'000 | 750'000 | 750'000 | 749'999 | 1'284'660 | 1'292'160 | 98.25% | 98.25% |
21.10.2020 | 0.50% | 1.86 | 1.87 | 750'000 | 750'000 | 750'000 | 750'000 | 1'483'330 | 1'490'830 | 92.26% | 92.26% |
20.10.2020 | 0.43% | 2.26 | 2.27 | 750'000 | 750'000 | 750'000 | 750'000 | 1'758'780 | 1'766'280 | 99.99% | 99.99% |
19.10.2020 | 0.39% | 2.54 | 2.55 | 750'000 | 750'000 | 750'000 | 750'000 | 1'939'590 | 1'947'090 | 99.86% | 99.86% |
15.10.2020 | 0.48% | 2.16 | 2.17 | 750'000 | 750'000 | 750'000 | 750'000 | 1'546'990 | 1'554'490 | 99.34% | 99.34% |
14.10.2020 | 0.35% | 2.86 | 2.87 | 750'000 | 750'000 | 750'000 | 750'000 | 2'132'600 | 2'140'100 | 98.45% | 98.45% |