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 | - | - |
20.11.2020 | 1.78% | 0.59 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 55'921 | 56'921 | 99.91% | 99.91% |
19.11.2020 | 2.05% | 0.48 | 0.49 | 100'000 | 100'000 | 99'959 | 100'000 | 48'290 | 49'309 | 98.36% | 98.36% |
18.11.2020 | 1.59% | 0.66 | 0.67 | 100'000 | 100'000 | 99'851 | 99'987 | 62'595 | 63'666 | 99.87% | 99.87% |
17.11.2020 | 1.36% | 0.72 | 0.73 | 100'000 | 100'000 | 99'997 | 99'891 | 73'254 | 74'174 | 99.60% | 99.60% |
16.11.2020 | 1.38% | 0.75 | 0.76 | 100'000 | 100'000 | 99'999 | 100'000 | 72'497 | 73'497 | 98.90% | 98.90% |
13.11.2020 | 1.41% | 0.78 | 0.79 | 100'000 | 100'000 | 99'998 | 99'994 | 70'754 | 71'750 | 100.00% | 100.00% |
12.11.2020 | 1.65% | 0.66 | 0.67 | 100'000 | 100'000 | 100'000 | 99'970 | 60'468 | 61'450 | 100.00% | 100.00% |
11.11.2020 | 1.66% | 0.55 | 0.56 | 100'000 | 100'000 | 99'999 | 100'000 | 60'240 | 61'241 | 100.00% | 100.00% |
10.11.2020 | 1.47% | 0.72 | 0.73 | 100'000 | 100'000 | 99'836 | 99'983 | 67'578 | 68'689 | 99.97% | 99.97% |