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 | - | - |
23.10.2020 | 2.73% | 0.37 | 0.38 | 140'000 | 100'000 | 141'759 | 100'000 | 51'302 | 37'206 | 98.90% | 98.90% |
22.10.2020 | 2.79% | 0.34 | 0.35 | 150'000 | 100'000 | 146'240 | 100'000 | 51'689 | 36'392 | 100.00% | 100.00% |
21.10.2020 | 2.54% | 0.36 | 0.37 | 140'000 | 100'000 | 132'978 | 100'000 | 51'740 | 39'990 | 100.00% | 100.00% |
20.10.2020 | 1.87% | 0.50 | 0.51 | 100'000 | 100'000 | 100'064 | 100'000 | 53'048 | 54'017 | 100.00% | 100.00% |
19.10.2020 | 1.73% | 0.56 | 0.57 | 100'000 | 100'000 | 100'000 | 100'000 | 57'521 | 58'521 | 99.99% | 99.99% |
15.10.2020 | 1.12% | 0.80 | 0.81 | 100'000 | 100'000 | 100'000 | 100'000 | 88'485 | 89'485 | 100.00% | 100.00% |
14.10.2020 | 0.97% | 0.99 | 1.00 | 100'000 | 100'000 | 100'000 | 100'000 | 102'580 | 103'580 | 99.58% | 99.58% |
13.10.2020 | 0.98% | 0.99 | 1.00 | 100'000 | 100'000 | 100'000 | 100'000 | 102'018 | 103'018 | 100.00% | 100.00% |
12.10.2020 | 1.03% | 0.97 | 0.98 | 100'000 | 100'000 | 100'000 | 100'000 | 96'353 | 97'353 | 100.00% | 100.00% |