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 | 5.70% | 0.23 | 0.31 | 500'000 | 500'000 | 500'000 | 500'000 | 123'079 | 129'907 | 99.23% | 99.23% |
26.11.2020 | 3.31% | 0.27 | 0.28 | 500'000 | 500'000 | 500'000 | 500'000 | 149'546 | 154'546 | 99.91% | 99.91% |
25.11.2020 | 2.81% | 0.30 | 0.31 | 500'000 | 500'000 | 500'000 | 499'994 | 178'455 | 183'454 | 97.61% | 97.61% |
24.11.2020 | 2.56% | 0.34 | 0.35 | 500'000 | 500'000 | 499'995 | 499'942 | 195'247 | 200'229 | 99.12% | 99.12% |
23.11.2020 | 2.13% | 0.61 | 0.62 | 500'000 | 500'000 | 500'000 | 500'000 | 237'754 | 242'754 | 99.67% | 99.67% |
20.11.2020 | 1.50% | 0.67 | 0.68 | 500'000 | 500'000 | 500'000 | 500'000 | 332'855 | 337'855 | 99.49% | 99.49% |
19.11.2020 | 1.35% | 0.75 | 0.76 | 500'000 | 500'000 | 500'000 | 500'000 | 369'413 | 374'413 | 97.94% | 97.94% |
18.11.2020 | 1.70% | 0.49 | 0.50 | 500'000 | 500'000 | 500'000 | 500'000 | 292'814 | 297'814 | 99.96% | 99.96% |
17.11.2020 | 1.38% | 0.66 | 0.67 | 500'000 | 500'000 | 500'000 | 500'000 | 360'487 | 365'487 | 99.10% | 99.10% |