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 | 133.33% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 12'500 | 0.00% | 100.00% |
14.10.2020 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.10.2020 | 120.00% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 10'000 | 95.08% | 100.00% |
12.10.2020 | 116.15% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'680 | 10'000 | 100.00% | 100.00% |
09.10.2020 | 70.42% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 4'824 | 10'000 | 99.66% | 99.66% |
08.10.2020 | 47.55% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 8'172 | 13'172 | 100.00% | 100.00% |
07.10.2020 | 26.83% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 16'362 | 21'362 | 100.00% | 100.00% |
06.10.2020 | 25.41% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 17'493 | 22'493 | 99.95% | 99.95% |
05.10.2020 | 21.34% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 21'141 | 26'141 | 99.52% | 99.52% |