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 | 7.95% | 0.10 | 0.11 | 500'000 | 100'000 | 418'929 | 100'000 | 50'571 | 13'149 | 100.00% | 100.00% |
26.10.2020 | 5.99% | 0.13 | 0.14 | 390'000 | 100'000 | 314'024 | 100'000 | 50'846 | 17'306 | 100.00% | 100.00% |
23.10.2020 | 5.05% | 0.19 | 0.20 | 270'000 | 100'000 | 263'089 | 100'000 | 50'814 | 20'348 | 99.99% | 99.99% |
22.10.2020 | 5.40% | 0.19 | 0.20 | 270'000 | 100'000 | 281'966 | 100'000 | 50'759 | 19'034 | 100.00% | 100.00% |
21.10.2020 | 4.99% | 0.20 | 0.21 | 250'000 | 100'000 | 259'321 | 100'000 | 50'690 | 20'584 | 100.00% | 100.00% |
20.10.2020 | 4.32% | 0.21 | 0.22 | 240'000 | 100'000 | 223'593 | 100'000 | 50'585 | 23'641 | 100.00% | 100.00% |
19.10.2020 | 4.07% | 0.23 | 0.24 | 220'000 | 100'000 | 209'578 | 100'000 | 50'466 | 25'124 | 100.00% | 100.00% |
15.10.2020 | 4.19% | 0.23 | 0.24 | 220'000 | 100'000 | 216'488 | 100'000 | 50'617 | 24'425 | 100.00% | 100.00% |
14.10.2020 | 3.37% | 0.29 | 0.30 | 180'000 | 100'000 | 177'852 | 100'000 | 51'931 | 30'208 | 99.58% | 99.58% |