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 | 11.17% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 42'783 | 9'557 | 100.00% | 100.00% |
26.10.2020 | 7.69% | 0.10 | 0.11 | 500'000 | 100'000 | 403'549 | 100'000 | 50'445 | 13'637 | 100.00% | 100.00% |
23.10.2020 | 6.14% | 0.15 | 0.16 | 340'000 | 100'000 | 323'660 | 100'000 | 51'098 | 16'817 | 100.00% | 100.00% |
22.10.2020 | 6.74% | 0.16 | 0.17 | 320'000 | 100'000 | 353'704 | 100'000 | 50'750 | 15'387 | 100.00% | 100.00% |
21.10.2020 | 6.05% | 0.16 | 0.17 | 320'000 | 100'000 | 318'397 | 100'000 | 51'055 | 17'080 | 100.00% | 100.00% |
20.10.2020 | 5.11% | 0.18 | 0.19 | 280'000 | 100'000 | 265'806 | 100'000 | 50'727 | 20'113 | 100.00% | 100.00% |
19.10.2020 | 4.79% | 0.20 | 0.21 | 250'000 | 100'000 | 247'899 | 100'000 | 50'537 | 21'446 | 100.00% | 100.00% |
15.10.2020 | 4.91% | 0.20 | 0.21 | 250'000 | 100'000 | 254'777 | 100'000 | 50'632 | 20'930 | 100.00% | 100.00% |
14.10.2020 | 3.77% | 0.26 | 0.27 | 200'000 | 100'000 | 198'991 | 100'000 | 51'815 | 27'044 | 99.58% | 99.58% |