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 | - | - |
29.10.2020 | 6.97% | 0.12 | 0.13 | 420'000 | 100'000 | 362'139 | 100'000 | 50'229 | 15'846 | 99.62% | 99.73% |
28.10.2020 | 4.62% | 0.21 | 0.22 | 240'000 | 100'000 | 240'550 | 100'000 | 50'783 | 22'700 | 99.98% | 99.98% |
27.10.2020 | 2.57% | 0.37 | 0.38 | 140'000 | 100'000 | 135'825 | 100'000 | 52'139 | 39'424 | 99.99% | 99.99% |
26.10.2020 | 2.31% | 0.39 | 0.40 | 130'000 | 100'000 | 122'278 | 100'000 | 52'296 | 43'844 | 100.00% | 100.00% |
23.10.2020 | 2.13% | 0.47 | 0.48 | 110'000 | 100'000 | 112'567 | 100'000 | 52'183 | 47'394 | 99.98% | 99.98% |
22.10.2020 | 2.19% | 0.45 | 0.46 | 120'000 | 100'000 | 115'475 | 100'000 | 52'258 | 46'294 | 100.00% | 100.00% |
21.10.2020 | 2.01% | 0.49 | 0.50 | 110'000 | 100'000 | 105'808 | 100'000 | 51'971 | 50'189 | 100.00% | 100.00% |
20.10.2020 | 1.75% | 0.56 | 0.57 | 100'000 | 100'000 | 100'000 | 100'000 | 56'523 | 57'523 | 100.00% | 100.00% |
19.10.2020 | 1.73% | 0.57 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 57'477 | 58'477 | 100.00% | 100.00% |