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 | - | - |
06.11.2020 | 0.70% | 1.39 | 1.40 | 500'000 | 500'000 | 500'000 | 500'000 | 717'980 | 722'980 | 98.94% | 98.94% |
05.11.2020 | 0.61% | 1.25 | 1.26 | 500'000 | 500'000 | 500'000 | 500'000 | 819'124 | 824'124 | 87.87% | 87.87% |
04.11.2020 | 0.48% | 1.88 | 1.89 | 500'000 | 500'000 | 500'000 | 500'000 | 1'054'540 | 1'059'540 | 98.89% | 98.89% |
03.11.2020 | 0.41% | 2.30 | 2.31 | 250'000 | 250'000 | 250'000 | 250'000 | 612'457 | 614'957 | 100.00% | 100.00% |
02.11.2020 | 0.33% | 2.94 | 2.95 | 500'000 | 500'000 | 500'000 | 500'000 | 1'532'900 | 1'537'900 | 53.43% | 53.43% |
30.10.2020 | 0.29% | 3.44 | 3.45 | 500'000 | 500'000 | 500'000 | 500'000 | 1'707'010 | 1'712'010 | 99.83% | 99.83% |
29.10.2020 | 0.30% | 3.31 | 3.32 | 500'000 | 500'000 | 500'000 | 500'000 | 1'669'390 | 1'674'390 | 99.35% | 99.35% |
28.10.2020 | 0.31% | 3.33 | 3.34 | 500'000 | 500'000 | 500'000 | 500'000 | 1'620'320 | 1'625'320 | 99.70% | 99.70% |
27.10.2020 | 0.45% | 2.35 | 2.36 | 500'000 | 500'000 | 500'000 | 500'000 | 1'102'150 | 1'107'150 | 99.92% | 99.92% |