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 | 3.79% | 0.23 | 0.24 | 150'000 | 150'000 | 150'000 | 150'000 | 38'997 | 40'497 | 100.00% | 100.00% |
23.10.2020 | 3.74% | 0.26 | 0.27 | 150'000 | 150'000 | 150'000 | 150'000 | 39'445 | 40'945 | 99.99% | 99.99% |
22.10.2020 | 3.22% | 0.29 | 0.30 | 150'000 | 150'000 | 150'000 | 150'000 | 45'895 | 47'395 | 100.00% | 100.00% |
21.10.2020 | 2.81% | 0.33 | 0.34 | 150'000 | 150'000 | 150'000 | 150'000 | 52'635 | 54'135 | 92.31% | 92.31% |
20.10.2020 | 2.56% | 0.38 | 0.39 | 150'000 | 150'000 | 150'000 | 150'000 | 57'957 | 59'457 | 99.99% | 99.99% |
19.10.2020 | 2.77% | 0.37 | 0.38 | 150'000 | 150'000 | 150'000 | 150'000 | 53'395 | 54'895 | 99.85% | 99.85% |
15.10.2020 | 2.88% | 0.35 | 0.36 | 150'000 | 150'000 | 150'000 | 150'000 | 51'385 | 52'885 | 100.00% | 100.00% |
14.10.2020 | 2.11% | 0.45 | 0.46 | 150'000 | 150'000 | 150'000 | 150'000 | 70'466 | 71'966 | 99.65% | 99.65% |
13.10.2020 | 2.01% | 0.45 | 0.46 | 150'000 | 150'000 | 150'000 | 150'000 | 74'009 | 75'509 | 100.00% | 100.00% |