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 | - | - |
14.10.2020 | 2.01% | 0.39 | 0.40 | 250'000 | 247'500 | 249'999 | 249'902 | 124'804 | 127'259 | 99.68% | 99.68% |
13.10.2020 | 1.71% | 0.49 | 0.50 | 250'000 | 250'000 | 249'995 | 249'938 | 145'901 | 148'368 | 99.99% | 99.99% |
12.10.2020 | 1.80% | 0.58 | 0.59 | 250'000 | 250'000 | 249'441 | 249'825 | 138'113 | 140'831 | 100.00% | 100.00% |
09.10.2020 | 2.13% | 0.50 | 0.51 | 230'000 | 250'000 | 249'880 | 250'000 | 116'341 | 118'900 | 99.66% | 99.66% |
08.10.2020 | 2.72% | 0.42 | 0.43 | 250'000 | 250'000 | 249'394 | 249'968 | 92'049 | 94'728 | 98.37% | 98.37% |
07.10.2020 | 3.83% | 0.21 | 0.22 | 250'000 | 250'000 | 249'834 | 249'833 | 66'414 | 68'913 | 99.99% | 99.99% |
06.10.2020 | 2.97% | 0.31 | 0.32 | 240'000 | 250'000 | 249'829 | 249'787 | 84'238 | 86'719 | 99.97% | 99.97% |
05.10.2020 | 2.19% | 0.46 | 0.47 | 250'000 | 250'000 | 249'988 | 249'943 | 112'901 | 115'383 | 99.64% | 99.64% |
02.10.2020 | 3.94% | 0.33 | 0.34 | 250'000 | 250'000 | 249'739 | 249'767 | 64'000 | 66'503 | 99.59% | 99.59% |