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 | - | - |
30.11.2020 | 2.06% | 0.50 | 0.51 | 100'000 | 100'000 | 109'456 | 86'158 | 52'844 | 43'438 | 14.68% | 100.00% |
27.11.2020 | 3.92% | 0.22 | 0.26 | 230'000 | 100'000 | 200'000 | 100'000 | 50'000 | 26'000 | 0.10% | 99.99% |
26.11.2020 | - | 0.33 | - | 160'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
25.11.2020 | 3.19% | 0.38 | 0.30 | 140'000 | 50'000 | 169'019 | 50'000 | 52'063 | 15'916 | 9.43% | 99.99% |
24.11.2020 | 1.79% | 0.43 | 0.44 | 120'000 | 100'000 | 95'549 | 60'729 | 52'920 | 34'031 | 100.00% | 100.00% |
23.11.2020 | 1.21% | 1.02 | 1.03 | 100'000 | 100'000 | 74'150 | 60'726 | 61'314 | 50'956 | 99.91% | 99.91% |
20.11.2020 | 1.18% | 0.86 | 0.87 | 100'000 | 100'000 | 73'397 | 60'729 | 62'154 | 52'294 | 100.00% | 100.00% |
19.11.2020 | 1.05% | 0.96 | 0.97 | 100'000 | 100'000 | 66'475 | 60'729 | 63'146 | 58'380 | 100.00% | 100.00% |
18.11.2020 | 1.88% | 0.51 | 0.52 | 100'000 | 100'000 | 100'246 | 60'866 | 52'954 | 33'070 | 98.74% | 99.99% |