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 | 5.27% | 0.14 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 206'223 | 216'948 | 90.25% | 90.25% |
14.10.2020 | 28.58% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'994 | 40'994 | 98.46% | 98.46% |
13.10.2020 | 22.64% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 41'264 | 51'264 | 99.90% | 99.90% |
12.10.2020 | 19.99% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'960 | 55'960 | 100.00% | 100.00% |
09.10.2020 | 10.98% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 86'937 | 96'937 | 99.66% | 99.66% |
08.10.2020 | 7.97% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 122'118 | 132'118 | 99.33% | 99.33% |
07.10.2020 | 4.01% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 245'669 | 255'669 | 99.17% | 99.17% |
06.10.2020 | 3.68% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 273'200 | 283'200 | 99.51% | 99.51% |
05.10.2020 | 2.50% | 0.34 | 0.35 | 990'000 | 990'000 | 990'000 | 990'000 | 393'279 | 403'179 | 99.10% | 99.10% |