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 | - | - |
26.10.2020 | 1.88% | 0.30 | 0.31 | 750'000 | 750'000 | 750'000 | 750'000 | 424'000 | 431'500 | 99.98% | 99.98% |
23.10.2020 | 0.77% | 1.24 | 1.25 | 750'000 | 750'000 | 750'000 | 750'000 | 972'412 | 979'912 | 95.91% | 95.91% |
22.10.2020 | 1.03% | 1.06 | 1.07 | 750'000 | 750'000 | 750'000 | 750'000 | 732'087 | 739'587 | 98.23% | 98.23% |
21.10.2020 | 0.80% | 1.12 | 1.13 | 750'000 | 750'000 | 750'000 | 750'000 | 931'910 | 939'410 | 94.21% | 94.21% |
20.10.2020 | 0.63% | 1.51 | 1.52 | 750'000 | 750'000 | 750'000 | 750'000 | 1'190'490 | 1'197'990 | 99.99% | 99.99% |
19.10.2020 | 0.55% | 1.77 | 1.78 | 750'000 | 750'000 | 750'000 | 750'000 | 1'358'800 | 1'366'300 | 100.00% | 100.00% |
15.10.2020 | 0.78% | 1.37 | 1.38 | 750'000 | 750'000 | 750'000 | 749'998 | 962'024 | 969'522 | 99.33% | 99.33% |
14.10.2020 | 0.49% | 2.05 | 2.06 | 750'000 | 750'000 | 750'000 | 750'000 | 1'521'460 | 1'528'960 | 98.43% | 98.43% |
13.10.2020 | 0.48% | 1.95 | 1.96 | 750'000 | 750'000 | 750'000 | 750'000 | 1'567'800 | 1'575'300 | 100.00% | 100.00% |