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 | - | - |
18.11.2020 | 1.86% | 1.49 | 1.51 | 160'000 | 160'000 | 69'922 | 69'922 | 113'736 | 115'473 | 98.50% | 98.50% |
17.11.2020 | 1.99% | 1.86 | 1.88 | 160'000 | 160'000 | 70'722 | 70'722 | 112'586 | 114'341 | 98.74% | 98.74% |
16.11.2020 | 1.18% | 2.64 | 2.66 | 160'000 | 160'000 | 66'927 | 66'927 | 175'386 | 177'066 | 99.51% | 99.51% |
13.11.2020 | 1.17% | 2.74 | 2.76 | 160'000 | 160'000 | 66'955 | 66'955 | 176'591 | 178'272 | 98.95% | 98.95% |
12.11.2020 | 1.25% | 2.48 | 2.50 | 160'000 | 160'000 | 66'875 | 66'875 | 163'005 | 164'684 | 99.58% | 99.58% |
11.11.2020 | 1.21% | 2.54 | 2.56 | 160'000 | 160'000 | 67'096 | 67'096 | 168'088 | 169'770 | 99.04% | 99.04% |
10.11.2020 | 1.24% | 2.74 | 2.76 | 160'000 | 160'000 | 71'523 | 71'523 | 183'375 | 185'148 | 99.23% | 99.23% |
09.11.2020 | 1.61% | 1.98 | 2.00 | 160'000 | 160'000 | 71'652 | 71'652 | 134'166 | 135'940 | 98.58% | 98.58% |
06.11.2020 | 1.42% | 2.11 | 2.13 | 160'000 | 160'000 | 71'608 | 71'608 | 152'704 | 154'478 | 99.48% | 99.48% |