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 | - | - |
20.11.2020 | 3.64% | 0.26 | 0.27 | 80'000 | 80'000 | 80'000 | 80'000 | 21'639 | 22'439 | 100.00% | 100.00% |
19.11.2020 | 3.30% | 0.28 | 0.29 | 80'000 | 80'000 | 80'000 | 80'000 | 23'899 | 24'699 | 100.00% | 100.00% |
18.11.2020 | 2.63% | 0.36 | 0.37 | 80'000 | 80'000 | 80'000 | 80'000 | 30'086 | 30'886 | 97.59% | 97.59% |
17.11.2020 | 2.84% | 0.38 | 0.39 | 90'000 | 90'000 | 90'000 | 90'000 | 31'329 | 32'229 | 93.29% | 93.29% |
16.11.2020 | 4.03% | 0.33 | 0.34 | 100'000 | 100'000 | 100'000 | 100'000 | 25'459 | 26'459 | 99.97% | 99.97% |
13.11.2020 | 6.12% | 0.17 | 0.18 | 110'000 | 110'000 | 110'000 | 110'000 | 17'444 | 18'544 | 99.45% | 99.45% |
12.11.2020 | 5.92% | 0.15 | 0.16 | 110'000 | 110'000 | 110'000 | 110'000 | 18'161 | 19'261 | 98.14% | 98.14% |
11.11.2020 | 4.67% | 0.20 | 0.21 | 100'000 | 100'000 | 100'000 | 100'000 | 20'971 | 21'971 | 98.63% | 98.63% |
10.11.2020 | 5.33% | 0.23 | 0.24 | 100'000 | 100'000 | 100'000 | 100'000 | 18'524 | 19'524 | 95.83% | 95.83% |