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 | - | - |
27.10.2020 | 1.50% | 0.60 | 0.61 | 500'000 | 500'000 | 241'169 | 241'169 | 151'125 | 153'537 | 97.31% | 97.31% |
26.10.2020 | 1.14% | 0.60 | 0.61 | 500'000 | 500'000 | 237'329 | 237'329 | 193'984 | 196'358 | 99.99% | 99.99% |
23.10.2020 | 0.76% | 1.26 | 1.27 | 500'000 | 500'000 | 187'250 | 187'250 | 241'918 | 243'790 | 99.75% | 99.75% |
22.10.2020 | 0.90% | 1.17 | 1.18 | 500'000 | 500'000 | 187'426 | 187'426 | 207'686 | 209'560 | 99.79% | 99.79% |
21.10.2020 | 0.83% | 1.16 | 1.17 | 500'000 | 500'000 | 163'571 | 163'571 | 200'645 | 202'281 | 92.84% | 92.84% |
20.10.2020 | 0.79% | 1.23 | 1.24 | 500'000 | 500'000 | 186'933 | 186'933 | 237'095 | 238'964 | 99.86% | 99.86% |
19.10.2020 | 0.64% | 1.46 | 1.47 | 500'000 | 500'000 | 186'440 | 186'440 | 285'448 | 287'312 | 99.56% | 99.56% |
15.10.2020 | 0.83% | 1.28 | 1.29 | 500'000 | 500'000 | 187'337 | 187'337 | 226'148 | 228'022 | 100.00% | 100.00% |
14.10.2020 | 0.62% | 1.56 | 1.57 | 500'000 | 500'000 | 186'922 | 186'922 | 299'844 | 301'714 | 99.19% | 99.19% |