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 | - | - |
30.09.2020 | 1.76% | 0.20 | 0.36 | 250'000 | 100'000 | 93'450 | 51'995 | 52'684 | 30'022 | 83.50% | 99.95% |
29.09.2020 | 2.49% | 0.46 | 0.47 | 110'000 | 100'000 | 131'319 | 60'000 | 52'001 | 24'811 | 98.86% | 99.98% |
28.09.2020 | 1.94% | 0.52 | 0.53 | 100'000 | 100'000 | 102'983 | 59'969 | 52'717 | 32'200 | 99.21% | 99.21% |
25.09.2020 | 0.78% | 1.08 | 1.09 | 100'000 | 100'000 | 59'855 | 59'855 | 75'894 | 76'493 | 99.87% | 99.87% |
24.09.2020 | 0.68% | 1.26 | 1.27 | 100'000 | 100'000 | 59'734 | 59'734 | 86'428 | 87'026 | 99.54% | 99.54% |
23.09.2020 | 1.28% | 0.93 | 0.94 | 100'000 | 100'000 | 77'801 | 59'880 | 61'713 | 48'975 | 99.90% | 99.90% |
22.09.2020 | 0.97% | 1.13 | 1.14 | 100'000 | 100'000 | 64'182 | 59'874 | 66'147 | 62'605 | 99.93% | 99.93% |
21.09.2020 | 0.66% | 1.55 | 1.56 | 100'000 | 100'000 | 61'082 | 61'082 | 92'073 | 92'684 | 85.38% | 85.38% |