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 | - | - |
15.10.2020 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.10.2020 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 94.59% |
13.10.2020 | 83.43% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 4'214 | 10'000 | 95.08% | 100.00% |
12.10.2020 | 63.57% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'480 | 10'487 | 100.00% | 100.00% |
09.10.2020 | 67.50% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 4'973 | 10'018 | 99.66% | 99.66% |
08.10.2020 | 98.55% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 3'651 | 10'212 | 100.00% | 100.00% |
07.10.2020 | 90.57% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 4'089 | 10'305 | 100.00% | 100.00% |
06.10.2020 | 53.87% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 7'121 | 12'121 | 99.94% | 99.94% |
05.10.2020 | 21.94% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 20'454 | 25'454 | 99.51% | 99.51% |