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 | 10.85% | 0.08 | 0.09 | 500'000 | 100'000 | 500'000 | 100'000 | 43'759 | 9'752 | 100.00% | 100.00% |
19.10.2020 | 9.36% | 0.10 | 0.11 | 500'000 | 100'000 | 475'455 | 100'000 | 48'642 | 11'288 | 99.97% | 99.97% |
15.10.2020 | 9.99% | 0.10 | 0.11 | 500'000 | 100'000 | 487'795 | 100'000 | 46'622 | 10'613 | 100.00% | 100.00% |
14.10.2020 | 6.29% | 0.15 | 0.16 | 340'000 | 100'000 | 331'856 | 100'000 | 51'081 | 16'407 | 99.58% | 99.58% |
13.10.2020 | 5.82% | 0.15 | 0.16 | 340'000 | 100'000 | 305'947 | 100'000 | 50'995 | 17'755 | 100.00% | 100.00% |
12.10.2020 | 5.10% | 0.19 | 0.20 | 270'000 | 100'000 | 268'101 | 100'000 | 51'177 | 20'095 | 100.00% | 100.00% |
09.10.2020 | 4.90% | 0.19 | 0.20 | 270'000 | 100'000 | 252'094 | 100'000 | 50'182 | 20'918 | 100.00% | 100.00% |
08.10.2020 | 5.22% | 0.18 | 0.19 | 280'000 | 100'000 | 273'371 | 100'000 | 50'997 | 19'663 | 100.00% | 100.00% |
07.10.2020 | 5.26% | 0.17 | 0.18 | 300'000 | 100'000 | 274'084 | 100'000 | 50'684 | 19'564 | 100.00% | 100.00% |