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 | - | - |
21.10.2020 | 3.44% | 0.23 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 88'257 | 91'257 | 97.14% | 97.76% |
20.10.2020 | 1.97% | 0.48 | 0.49 | 300'000 | 300'000 | 300'000 | 300'000 | 151'730 | 154'730 | 98.17% | 98.17% |
19.10.2020 | 1.53% | 0.57 | 0.58 | 300'000 | 300'000 | 300'000 | 300'000 | 196'351 | 199'351 | 98.74% | 98.74% |
15.10.2020 | 3.00% | 0.33 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 100'472 | 103'473 | 98.66% | 98.66% |
14.10.2020 | 1.17% | 0.75 | 0.76 | 300'000 | 300'000 | 300'000 | 300'000 | 257'131 | 260'140 | 94.28% | 94.28% |
13.10.2020 | 1.07% | 0.84 | 0.85 | 300'000 | 300'000 | 300'000 | 300'000 | 280'637 | 283'637 | 99.76% | 99.76% |
12.10.2020 | 1.10% | 0.93 | 0.94 | 300'000 | 300'000 | 300'000 | 300'000 | 272'564 | 275'564 | 99.85% | 99.85% |
09.10.2020 | 1.22% | 0.86 | 0.87 | 300'000 | 300'000 | 300'000 | 300'000 | 245'173 | 248'173 | 99.26% | 99.26% |
08.10.2020 | 1.40% | 0.77 | 0.78 | 300'000 | 300'000 | 300'000 | 300'000 | 213'500 | 216'500 | 98.80% | 98.80% |