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 | 1.43% | 0.60 | 0.61 | 300'000 | 300'000 | 300'000 | 300'000 | 210'507 | 213'525 | 94.27% | 94.27% |
13.10.2020 | 1.28% | 0.68 | 0.69 | 300'000 | 300'000 | 300'000 | 300'000 | 234'346 | 237'345 | 99.77% | 99.77% |
12.10.2020 | 1.31% | 0.78 | 0.79 | 300'000 | 300'000 | 299'999 | 300'000 | 227'564 | 230'564 | 99.85% | 99.85% |
09.10.2020 | 1.49% | 0.71 | 0.72 | 300'000 | 300'000 | 300'000 | 300'000 | 200'173 | 203'173 | 99.26% | 99.26% |
08.10.2020 | 1.78% | 0.62 | 0.63 | 300'000 | 300'000 | 300'000 | 300'000 | 168'500 | 171'500 | 98.80% | 98.80% |
07.10.2020 | 2.17% | 0.40 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 138'394 | 141'394 | 99.86% | 99.86% |
06.10.2020 | 1.88% | 0.50 | 0.51 | 300'000 | 300'000 | 300'000 | 300'000 | 159'418 | 162'418 | 97.84% | 97.84% |
05.10.2020 | 1.55% | 0.65 | 0.66 | 300'000 | 300'000 | 300'000 | 300'000 | 192'294 | 195'294 | 99.99% | 99.99% |
02.10.2020 | 2.30% | 0.51 | 0.52 | 300'000 | 300'000 | 300'000 | 300'000 | 130'338 | 133'338 | 94.44% | 94.44% |