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 | 1.34% | 0.69 | 0.70 | 500'000 | 500'000 | 500'000 | 500'000 | 372'274 | 377'274 | 97.88% | 97.88% |
22.10.2020 | 2.41% | 0.50 | 0.51 | 500'000 | 500'000 | 500'000 | 500'000 | 212'924 | 217'924 | 89.28% | 99.95% |
21.10.2020 | 1.46% | 0.56 | 0.57 | 500'000 | 500'000 | 500'000 | 500'000 | 342'789 | 347'789 | 99.98% | 99.98% |
20.10.2020 | 0.95% | 0.96 | 0.97 | 500'000 | 500'000 | 500'000 | 500'000 | 523'343 | 528'343 | 99.95% | 99.95% |
19.10.2020 | 0.78% | 1.24 | 1.25 | 500'000 | 500'000 | 500'000 | 500'000 | 643'732 | 648'732 | 99.93% | 99.93% |
15.10.2020 | 1.31% | 0.87 | 0.88 | 500'000 | 500'000 | 500'000 | 500'000 | 382'458 | 387'458 | 99.93% | 99.93% |
14.10.2020 | 0.65% | 1.56 | 1.57 | 500'000 | 500'000 | 500'000 | 500'000 | 770'638 | 775'638 | 100.00% | 100.00% |
13.10.2020 | 0.62% | 1.47 | 1.48 | 500'000 | 500'000 | 500'000 | 500'000 | 804'709 | 809'709 | 99.98% | 99.98% |
12.10.2020 | 0.58% | 1.77 | 1.78 | 500'000 | 500'000 | 500'000 | 500'000 | 856'900 | 861'900 | 99.99% | 99.99% |