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 | 3.57% | 0.20 | 0.21 | 250'000 | 250'000 | 249'988 | 249'768 | 72'918 | 75'353 | 98.83% | 98.83% |
26.10.2020 | 2.44% | 0.37 | 0.38 | 250'000 | 250'000 | 249'947 | 250'000 | 102'068 | 104'592 | 100.00% | 100.00% |
23.10.2020 | 2.11% | 0.44 | 0.45 | 250'000 | 250'000 | 249'964 | 249'945 | 117'449 | 119'939 | 100.00% | 100.00% |
22.10.2020 | 2.78% | 0.40 | 0.41 | 250'000 | 250'000 | 249'963 | 249'999 | 89'868 | 92'380 | 99.41% | 99.41% |
21.10.2020 | 1.87% | 0.46 | 0.47 | 250'000 | 250'000 | 249'985 | 248'598 | 133'539 | 135'312 | 90.32% | 90.32% |
20.10.2020 | 1.31% | 0.74 | 0.75 | 250'000 | 250'000 | 250'000 | 249'994 | 189'902 | 192'398 | 99.98% | 99.98% |
19.10.2020 | 1.11% | 0.81 | 0.82 | 250'000 | 250'000 | 250'000 | 249'953 | 224'083 | 226'539 | 99.76% | 99.76% |
15.10.2020 | 1.62% | 0.60 | 0.61 | 250'000 | 250'000 | 250'000 | 249'962 | 153'469 | 155'944 | 99.99% | 99.99% |
14.10.2020 | 0.91% | 1.00 | 1.01 | 250'000 | 250'000 | 250'000 | 249'978 | 274'491 | 276'970 | 100.00% | 100.00% |