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 | 1.54% | 0.54 | 0.55 | 100'000 | 100'000 | 83'241 | 59'889 | 53'838 | 38'546 | 99.94% | 99.94% |
22.10.2020 | 2.53% | 0.47 | 0.48 | 110'000 | 100'000 | 132'788 | 59'518 | 51'866 | 24'370 | 97.63% | 99.94% |
21.10.2020 | 1.93% | 0.46 | 0.47 | 110'000 | 100'000 | 104'757 | 61'131 | 54'198 | 33'496 | 88.89% | 100.00% |
20.10.2020 | 1.76% | 0.50 | 0.51 | 100'000 | 100'000 | 94'556 | 59'894 | 53'238 | 34'529 | 99.92% | 99.95% |
19.10.2020 | 1.01% | 0.83 | 0.84 | 100'000 | 100'000 | 62'427 | 59'890 | 60'567 | 58'682 | 99.97% | 99.97% |
15.10.2020 | 1.61% | 0.70 | 0.71 | 100'000 | 100'000 | 89'031 | 59'889 | 55'127 | 38'121 | 99.97% | 99.97% |