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 | - | - |
27.11.2020 | 0.81% | 1.01 | 0.93 | 100'000 | 100'000 | 100'000 | 100'000 | 123'583 | 124'583 | 82.80% | 99.95% |
26.11.2020 | 0.68% | 1.36 | 1.40 | 100'000 | 100'000 | 100'000 | 100'000 | 147'512 | 148'511 | 96.39% | 100.00% |
25.11.2020 | 0.58% | 1.45 | 1.82 | 100'000 | 100'000 | 100'000 | 100'000 | 173'775 | 174'775 | 87.24% | 99.99% |
24.11.2020 | 0.52% | 1.66 | 1.67 | 100'000 | 100'000 | 100'000 | 99'998 | 192'609 | 193'604 | 98.57% | 99.98% |
23.11.2020 | 0.44% | 3.04 | 3.05 | 100'000 | 100'000 | 100'000 | 100'000 | 231'722 | 232'723 | 99.31% | 99.32% |
20.11.2020 | 0.30% | 3.39 | 3.40 | 100'000 | 100'000 | 100'000 | 100'000 | 335'146 | 336'145 | 99.99% | 99.99% |
19.11.2020 | 0.27% | 3.77 | 3.78 | 100'000 | 100'000 | 100'000 | 100'000 | 374'772 | 375'773 | 98.00% | 98.00% |
18.11.2020 | 0.33% | 2.57 | 2.58 | 100'000 | 100'000 | 100'000 | 100'000 | 303'095 | 304'095 | 99.97% | 99.97% |
17.11.2020 | 0.27% | 3.42 | 3.43 | 100'000 | 100'000 | 100'000 | 100'000 | 370'277 | 371'277 | 99.99% | 99.99% |