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 | - | - |
21.10.2020 | 3.73% | 0.15 | 0.16 | 340'000 | 100'000 | 194'878 | 98'957 | 51'274 | 28'003 | 20.21% | 99.98% |
20.10.2020 | 3.96% | 0.12 | 0.14 | 420'000 | 100'000 | 206'731 | 59'924 | 51'204 | 15'318 | 74.85% | 99.94% |
19.10.2020 | 1.71% | 0.45 | 0.46 | 120'000 | 100'000 | 91'474 | 59'890 | 53'209 | 34'940 | 99.95% | 99.95% |
15.10.2020 | 2.45% | 0.44 | 0.45 | 120'000 | 100'000 | 128'733 | 59'887 | 51'872 | 25'367 | 99.96% | 99.96% |