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 | - | - |
20.11.2020 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.65% |
19.11.2020 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 51.66% | 98.26% |
18.11.2020 | 71.38% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'163 | 20'865 | 98.09% | 98.09% |
17.11.2020 | 35.69% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'328 | 33'328 | 99.14% | 99.14% |
16.11.2020 | 25.37% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 35'531 | 45'531 | 99.42% | 99.42% |
13.11.2020 | 13.11% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 72'237 | 82'237 | 100.00% | 100.00% |
12.11.2020 | 10.15% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 94'523 | 104'523 | 97.89% | 97.89% |
11.11.2020 | 10.67% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 90'213 | 100'212 | 100.00% | 100.00% |
10.11.2020 | 6.63% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 147'145 | 157'145 | 96.93% | 96.93% |