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 | 8.32% | 0.16 | 0.18 | 320'000 | 50'000 | 270'068 | 50'000 | 50'631 | 10'277 | 100.00% | 100.00% |
19.10.2020 | 6.64% | 0.23 | 0.24 | 220'000 | 50'000 | 213'306 | 50'000 | 50'796 | 12'763 | 100.00% | 100.00% |
15.10.2020 | 5.70% | 0.24 | 0.26 | 210'000 | 50'000 | 202'696 | 50'000 | 51'120 | 13'386 | 99.61% | 99.61% |
14.10.2020 | 5.60% | 0.28 | 0.30 | 180'000 | 50'000 | 180'056 | 50'000 | 51'312 | 15'071 | 98.80% | 98.80% |
13.10.2020 | 5.39% | 0.27 | 0.29 | 190'000 | 50'000 | 183'066 | 50'000 | 51'170 | 14'763 | 100.00% | 100.00% |
12.10.2020 | 6.56% | 0.25 | 0.27 | 200'000 | 50'000 | 198'183 | 50'000 | 51'573 | 13'900 | 100.00% | 100.00% |
09.10.2020 | 4.89% | 0.25 | 0.26 | 200'000 | 50'000 | 198'406 | 50'000 | 50'891 | 13'477 | 100.00% | 100.00% |
08.10.2020 | 7.40% | 0.24 | 0.26 | 210'000 | 50'000 | 215'377 | 50'000 | 50'432 | 12'634 | 100.00% | 100.00% |
07.10.2020 | 6.80% | 0.21 | 0.23 | 240'000 | 50'000 | 215'329 | 50'000 | 50'383 | 12'558 | 100.00% | 100.00% |