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 | - | - |
26.11.2020 | 3.31% | 0.27 | 0.28 | 190'000 | 100'000 | 174'482 | 100'000 | 51'884 | 30'876 | 99.23% | 99.23% |
25.11.2020 | 3.39% | 0.30 | 0.31 | 170'000 | 100'000 | 177'337 | 100'000 | 51'475 | 30'109 | 99.41% | 99.41% |
24.11.2020 | 3.45% | 0.23 | 0.24 | 220'000 | 100'000 | 179'166 | 100'000 | 51'163 | 31'413 | 99.31% | 99.31% |
23.11.2020 | 1.35% | 0.49 | 0.50 | 110'000 | 100'000 | 100'184 | 100'000 | 75'302 | 76'213 | 99.40% | 99.40% |
20.11.2020 | 1.21% | 0.86 | 0.87 | 100'000 | 100'000 | 100'000 | 100'000 | 82'213 | 83'213 | 99.96% | 99.96% |
19.11.2020 | 1.34% | 0.73 | 0.74 | 100'000 | 100'000 | 100'000 | 100'000 | 74'123 | 75'123 | 99.61% | 99.61% |
18.11.2020 | 1.12% | 0.93 | 0.94 | 100'000 | 100'000 | 100'000 | 100'000 | 89'188 | 90'188 | 99.88% | 99.88% |
17.11.2020 | 0.97% | 1.01 | 1.02 | 100'000 | 100'000 | 100'000 | 100'000 | 102'237 | 103'237 | 99.56% | 99.56% |
16.11.2020 | 0.99% | 1.04 | 1.05 | 100'000 | 100'000 | 100'000 | 100'000 | 101'289 | 102'289 | 99.04% | 99.04% |