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 | - | - |
26.10.2020 | - | 0.10 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.66% |
23.10.2020 | 3.51% | 0.21 | 0.27 | 240'000 | 100'000 | 183'031 | 100'000 | 51'178 | 28'978 | 13.04% | 99.98% |
22.10.2020 | - | 0.20 | - | 250'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
21.10.2020 | 3.40% | 0.21 | 0.28 | 240'000 | 100'000 | 178'081 | 100'000 | 51'568 | 30'000 | 6.53% | 100.00% |
20.10.2020 | 3.02% | 0.33 | 0.34 | 160'000 | 100'000 | 158'744 | 100'000 | 51'695 | 33'777 | 91.02% | 99.99% |
19.10.2020 | 2.86% | 0.34 | 0.35 | 150'000 | 100'000 | 149'661 | 100'000 | 51'547 | 35'565 | 100.00% | 100.00% |
15.10.2020 | 3.57% | 0.17 | 0.28 | 300'000 | 100'000 | 187'097 | 100'000 | 51'465 | 28'580 | 6.74% | 98.74% |
14.10.2020 | 2.32% | 0.39 | 0.40 | 130'000 | 100'000 | 122'236 | 99'905 | 52'085 | 43'745 | 95.22% | 95.22% |
13.10.2020 | 1.90% | 0.49 | 0.50 | 110'000 | 100'000 | 101'270 | 100'000 | 52'877 | 53'264 | 100.00% | 100.00% |