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 | - | - |
28.10.2020 | 1.68% | 0.55 | 0.56 | 100'000 | 100'000 | 101'593 | 100'000 | 61'429 | 61'668 | 99.39% | 99.39% |
27.10.2020 | 1.34% | 0.80 | 0.81 | 100'000 | 100'000 | 100'000 | 100'000 | 74'426 | 75'426 | 99.35% | 99.35% |
26.10.2020 | 1.35% | 0.76 | 0.77 | 100'000 | 100'000 | 100'000 | 100'000 | 73'721 | 74'721 | 99.30% | 99.30% |
23.10.2020 | 1.26% | 0.71 | 0.72 | 100'000 | 100'000 | 100'000 | 100'000 | 79'193 | 80'193 | 99.31% | 99.31% |
22.10.2020 | 1.22% | 0.72 | 0.73 | 100'000 | 100'000 | 100'000 | 100'000 | 82'353 | 83'353 | 99.52% | 99.52% |
21.10.2020 | 1.10% | 0.92 | 0.93 | 100'000 | 100'000 | 100'000 | 100'000 | 90'416 | 91'416 | 99.35% | 99.35% |
20.10.2020 | 1.31% | 0.80 | 0.81 | 100'000 | 100'000 | 100'000 | 100'000 | 75'610 | 76'610 | 99.19% | 99.19% |
19.10.2020 | 1.21% | 0.78 | 0.79 | 100'000 | 100'000 | 100'000 | 100'000 | 82'505 | 83'505 | 99.26% | 99.26% |
15.10.2020 | 1.43% | 0.73 | 0.74 | 100'000 | 100'000 | 100'000 | 100'000 | 69'517 | 70'518 | 98.73% | 98.73% |