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 | 0.49% | 2.09 | 2.10 | 100'000 | 100'000 | 100'000 | 100'000 | 204'874 | 205'874 | 99.99% | 99.99% |
19.11.2020 | 0.41% | 2.47 | 2.48 | 100'000 | 100'000 | 100'000 | 100'000 | 244'651 | 245'651 | 98.01% | 98.01% |
18.11.2020 | 0.57% | 1.27 | 1.63 | 100'000 | 100'000 | 100'000 | 100'000 | 177'958 | 178'958 | 84.61% | 99.97% |
17.11.2020 | 0.42% | 2.12 | 2.13 | 100'000 | 100'000 | 100'000 | 100'000 | 240'267 | 241'268 | 99.97% | 99.99% |
16.11.2020 | 0.73% | 1.95 | 1.96 | 100'000 | 100'000 | 100'000 | 100'000 | 151'111 | 152'111 | 79.74% | 99.32% |
13.11.2020 | 0.37% | 2.46 | 2.47 | 50'000 | 50'000 | 50'000 | 50'000 | 135'660 | 136'160 | 99.97% | 99.98% |
12.11.2020 | 0.39% | 3.14 | 3.15 | 50'000 | 50'000 | 50'000 | 50'000 | 130'806 | 131'307 | 99.89% | 99.90% |
11.11.2020 | 0.77% | 1.05 | 1.42 | 50'000 | 50'000 | 50'000 | 50'000 | 65'442 | 65'942 | 80.24% | 99.84% |
10.11.2020 | 0.45% | 1.45 | 1.73 | 50'000 | 50'000 | 50'000 | 50'000 | 117'820 | 118'320 | 83.63% | 93.75% |