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 | 4.26% | 0.20 | 0.21 | 77'500 | 77'500 | 76'508 | 76'508 | 17'636 | 18'401 | 100.00% | 100.00% |
23.10.2020 | 4.21% | 0.23 | 0.24 | 76'500 | 76'500 | 76'271 | 76'271 | 17'795 | 18'558 | 100.00% | 100.00% |
22.10.2020 | 3.56% | 0.26 | 0.27 | 75'500 | 75'500 | 74'906 | 74'906 | 20'695 | 21'444 | 100.00% | 100.00% |
21.10.2020 | 3.06% | 0.30 | 0.31 | 74'000 | 74'000 | 73'231 | 73'231 | 23'585 | 24'317 | 100.00% | 100.00% |
20.10.2020 | 2.77% | 0.35 | 0.36 | 72'500 | 72'500 | 72'109 | 72'109 | 25'727 | 26'448 | 100.00% | 100.00% |
19.10.2020 | 3.01% | 0.34 | 0.35 | 73'000 | 73'000 | 73'008 | 73'008 | 23'880 | 24'610 | 99.43% | 99.43% |
15.10.2020 | 3.15% | 0.32 | 0.33 | 73'000 | 73'000 | 73'485 | 73'485 | 23'015 | 23'750 | 100.00% | 100.00% |
14.10.2020 | 2.25% | 0.42 | 0.43 | 70'500 | 70'500 | 69'664 | 69'664 | 30'680 | 31'376 | 100.00% | 100.00% |
13.10.2020 | 2.13% | 0.43 | 0.44 | 70'000 | 70'000 | 68'934 | 68'934 | 32'045 | 32'734 | 100.00% | 100.00% |