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 | 61.14% | 0.01 | 0.03 | 870'000 | 870'000 | 870'000 | 870'000 | 12'600 | 21'845 | 50.57% | 99.35% |
14.10.2020 | 4.64% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 213'896 | 223'896 | 98.45% | 98.45% |
13.10.2020 | 3.62% | 0.21 | 0.22 | 710'000 | 710'000 | 710'000 | 710'000 | 201'919 | 209'019 | 99.18% | 99.18% |
12.10.2020 | 2.71% | 0.39 | 0.40 | 910'000 | 910'000 | 910'000 | 910'000 | 333'153 | 342'253 | 99.51% | 99.51% |
09.10.2020 | 2.98% | 0.32 | 0.33 | 890'000 | 890'000 | 890'000 | 890'000 | 295'826 | 304'726 | 99.58% | 99.58% |
08.10.2020 | 2.80% | 0.41 | 0.42 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 355'396 | 365'396 | 96.44% | 96.44% |
07.10.2020 | 3.98% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 248'249 | 258'249 | 97.65% | 97.65% |
06.10.2020 | 3.78% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 266'255 | 276'255 | 98.63% | 98.63% |
05.10.2020 | 4.06% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 241'749 | 251'749 | 99.45% | 99.45% |