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 | 102.70% | 0.01 | 0.02 | 340'000 | 340'000 | 340'000 | 340'000 | 2'333 | 6'919 | 99.23% | 99.23% |
14.10.2020 | 20.82% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 13'093 | 16'093 | 99.84% | 99.84% |
13.10.2020 | 16.17% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 17'147 | 20'147 | 98.71% | 98.71% |
12.10.2020 | 15.41% | 0.06 | 0.07 | 330'000 | 330'000 | 330'000 | 330'000 | 19'865 | 23'165 | 98.36% | 98.36% |
09.10.2020 | 13.33% | 0.05 | 0.06 | 290'000 | 290'000 | 290'000 | 290'000 | 20'760 | 23'660 | 99.87% | 99.87% |
08.10.2020 | 10.73% | 0.08 | 0.09 | 300'000 | 300'000 | 300'000 | 300'000 | 26'642 | 29'642 | 98.21% | 98.21% |
07.10.2020 | 12.75% | 0.08 | 0.09 | 370'000 | 370'000 | 370'000 | 370'000 | 27'361 | 31'061 | 99.87% | 99.87% |
06.10.2020 | 12.51% | 0.09 | 0.10 | 370'000 | 370'000 | 370'000 | 370'000 | 28'110 | 31'810 | 99.77% | 99.77% |
05.10.2020 | 14.91% | 0.06 | 0.07 | 400'000 | 400'000 | 400'000 | 400'000 | 24'900 | 28'900 | 99.49% | 99.49% |