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 | 9.39% | 0.06 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 116'765 | 127'418 | 96.33% | 96.33% |
14.10.2020 | 37.80% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'099 | 32'099 | 98.42% | 98.42% |
13.10.2020 | 29.28% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'552 | 40'552 | 100.00% | 100.00% |
12.10.2020 | 28.69% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'485 | 40'485 | 100.00% | 100.00% |
09.10.2020 | 15.95% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'333 | 68'333 | 99.66% | 99.66% |
08.10.2020 | 11.36% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 84'544 | 94'544 | 99.27% | 99.27% |
07.10.2020 | 5.20% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 188'343 | 198'343 | 99.45% | 99.45% |
06.10.2020 | 4.71% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 212'791 | 222'791 | 98.76% | 98.76% |
05.10.2020 | 3.07% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 322'727 | 332'727 | 99.44% | 99.44% |