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 | - | - |
20.10.2020 | 18.49% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 24'642 | 5'928 | 79.81% | 100.00% |
19.10.2020 | 15.11% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 31'418 | 7'284 | 100.00% | 100.00% |
15.10.2020 | 17.01% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 27'732 | 6'546 | 99.73% | 100.00% |
14.10.2020 | 8.51% | 0.11 | 0.12 | 460'000 | 100'000 | 449'187 | 100'000 | 50'545 | 12'270 | 99.58% | 99.58% |
13.10.2020 | 7.61% | 0.11 | 0.12 | 460'000 | 100'000 | 400'269 | 100'000 | 50'607 | 13'755 | 100.00% | 100.00% |
12.10.2020 | 6.42% | 0.15 | 0.16 | 340'000 | 100'000 | 338'494 | 100'000 | 51'009 | 16'075 | 100.00% | 100.00% |
09.10.2020 | 6.10% | 0.15 | 0.16 | 340'000 | 100'000 | 321'999 | 100'000 | 51'163 | 16'900 | 100.00% | 100.00% |
08.10.2020 | 6.60% | 0.14 | 0.15 | 360'000 | 100'000 | 346'740 | 100'000 | 50'798 | 15'663 | 100.00% | 100.00% |
07.10.2020 | 6.70% | 0.13 | 0.14 | 390'000 | 100'000 | 351'976 | 100'000 | 50'813 | 15'514 | 100.00% | 100.00% |