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 | 57.61% | 0.01 | 0.02 | 340'000 | 340'000 | 340'000 | 340'000 | 6'693 | 10'454 | 91.41% | 100.00% |
14.10.2020 | 3.24% | 0.22 | 0.23 | 330'000 | 330'000 | 330'000 | 330'000 | 103'133 | 106'433 | 99.67% | 99.67% |
13.10.2020 | 2.52% | 0.31 | 0.32 | 310'000 | 310'000 | 310'000 | 310'000 | 122'578 | 125'678 | 100.00% | 100.00% |
12.10.2020 | 2.63% | 0.40 | 0.41 | 350'000 | 350'000 | 350'000 | 350'000 | 132'241 | 135'741 | 100.00% | 100.00% |
09.10.2020 | 3.23% | 0.34 | 0.35 | 390'000 | 390'000 | 390'000 | 390'000 | 119'196 | 123'096 | 99.66% | 99.66% |
08.10.2020 | 3.91% | 0.29 | 0.30 | 500'000 | 500'000 | 500'000 | 500'000 | 127'070 | 132'070 | 99.99% | 99.99% |
07.10.2020 | 4.38% | 0.19 | 0.20 | 400'000 | 400'000 | 400'000 | 400'000 | 90'727 | 94'727 | 99.99% | 99.99% |
06.10.2020 | 3.52% | 0.26 | 0.27 | 400'000 | 400'000 | 400'000 | 400'000 | 112'276 | 116'276 | 99.94% | 99.94% |
05.10.2020 | 2.57% | 0.38 | 0.39 | 460'000 | 460'000 | 460'000 | 460'000 | 176'994 | 181'594 | 99.53% | 99.53% |