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 | - | - |
27.10.2020 | 0.97% | 1.00 | 1.01 | 100'000 | 100'000 | 67'283 | 67'021 | 68'392 | 68'803 | 99.72% | 99.72% |
26.10.2020 | 0.87% | 0.90 | 0.91 | 100'000 | 100'000 | 66'970 | 66'970 | 75'929 | 76'598 | 99.97% | 99.97% |
23.10.2020 | 0.66% | 1.42 | 1.43 | 100'000 | 100'000 | 59'891 | 59'891 | 89'113 | 89'712 | 99.96% | 99.96% |
22.10.2020 | 0.79% | 1.33 | 1.34 | 100'000 | 100'000 | 59'881 | 59'881 | 75'343 | 75'942 | 99.95% | 99.95% |
21.10.2020 | 0.73% | 1.31 | 1.32 | 100'000 | 100'000 | 59'892 | 59'892 | 82'520 | 83'119 | 99.99% | 99.99% |
20.10.2020 | 0.70% | 1.35 | 1.36 | 100'000 | 100'000 | 59'889 | 59'889 | 85'183 | 85'782 | 99.94% | 99.94% |
19.10.2020 | 0.55% | 1.67 | 1.68 | 100'000 | 100'000 | 59'887 | 59'887 | 108'204 | 108'803 | 99.95% | 99.95% |
15.10.2020 | 0.68% | 1.55 | 1.56 | 100'000 | 100'000 | 59'888 | 59'888 | 88'199 | 88'798 | 99.96% | 99.96% |
14.10.2020 | 0.49% | 2.00 | 2.01 | 100'000 | 100'000 | 59'896 | 59'896 | 122'032 | 122'631 | 99.99% | 99.99% |