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 | - | - |
18.11.2020 | 5.54% | 0.44 | 0.46 | 120'000 | 50'000 | 106'678 | 30'640 | 51'934 | 15'709 | 95.07% | 95.07% |
17.11.2020 | 6.05% | 0.58 | 0.60 | 90'000 | 50'000 | 117'036 | 30'562 | 52'396 | 15'057 | 96.31% | 96.31% |
16.11.2020 | 3.26% | 0.90 | 0.92 | 60'000 | 50'000 | 61'072 | 30'550 | 53'149 | 27'609 | 96.61% | 96.61% |
13.11.2020 | 3.18% | 0.94 | 0.96 | 60'000 | 50'000 | 60'000 | 30'539 | 52'849 | 27'933 | 96.81% | 96.81% |
12.11.2020 | 3.45% | 0.83 | 0.85 | 70'000 | 50'000 | 69'344 | 30'539 | 55'968 | 25'500 | 96.79% | 96.79% |
11.11.2020 | 3.33% | 0.85 | 0.87 | 60'000 | 50'000 | 63'731 | 30'541 | 53'364 | 26'443 | 96.79% | 96.79% |
10.11.2020 | 3.54% | 0.93 | 0.95 | 60'000 | 50'000 | 66'851 | 30'685 | 55'230 | 26'854 | 94.23% | 94.23% |
09.11.2020 | 4.78% | 0.63 | 0.65 | 80'000 | 50'000 | 91'205 | 30'563 | 53'404 | 18'707 | 95.32% | 95.32% |
06.11.2020 | 3.95% | 0.69 | 0.71 | 80'000 | 50'000 | 77'239 | 30'733 | 53'505 | 22'168 | 91.55% | 91.55% |