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 | 1.53% | 0.41 | 0.42 | 750'000 | 750'000 | 749'998 | 749'986 | 509'570 | 517'062 | 100.00% | 100.00% |
23.10.2020 | 0.71% | 1.36 | 1.37 | 750'000 | 750'000 | 750'000 | 749'999 | 1'058'220 | 1'065'720 | 95.93% | 95.93% |
22.10.2020 | 0.92% | 1.18 | 1.19 | 750'000 | 750'000 | 749'999 | 749'999 | 815'146 | 822'646 | 98.26% | 98.26% |
21.10.2020 | 0.74% | 1.23 | 1.24 | 750'000 | 750'000 | 749'994 | 749'997 | 1'014'450 | 1'021'960 | 92.26% | 92.26% |
20.10.2020 | 0.59% | 1.62 | 1.63 | 750'000 | 750'000 | 750'000 | 749'999 | 1'279'180 | 1'286'680 | 99.99% | 99.99% |
19.10.2020 | 0.52% | 1.90 | 1.91 | 750'000 | 750'000 | 750'000 | 750'000 | 1'454'090 | 1'461'590 | 99.86% | 99.86% |
15.10.2020 | 0.69% | 1.53 | 1.54 | 750'000 | 750'000 | 750'000 | 750'000 | 1'083'820 | 1'091'320 | 99.34% | 99.34% |
14.10.2020 | 0.45% | 2.23 | 2.24 | 750'000 | 750'000 | 750'000 | 750'000 | 1'656'500 | 1'664'000 | 98.44% | 98.44% |
13.10.2020 | 0.44% | 2.13 | 2.14 | 750'000 | 750'000 | 750'000 | 750'000 | 1'706'150 | 1'713'650 | 100.00% | 100.00% |