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 | 0.82% | 1.18 | 1.19 | 500'000 | 500'000 | 500'000 | 500'000 | 609'204 | 614'204 | 98.95% | 98.95% |
05.11.2020 | 0.72% | 1.03 | 1.04 | 500'000 | 500'000 | 500'000 | 500'000 | 699'966 | 704'966 | 87.86% | 87.86% |
04.11.2020 | 0.53% | 1.66 | 1.67 | 500'000 | 500'000 | 500'000 | 500'000 | 945'175 | 950'175 | 98.91% | 98.91% |
03.11.2020 | 0.45% | 2.08 | 2.09 | 250'000 | 250'000 | 250'000 | 250'000 | 557'368 | 559'868 | 99.98% | 99.98% |
02.11.2020 | 0.35% | 2.72 | 2.73 | 500'000 | 500'000 | 500'000 | 500'000 | 1'422'440 | 1'427'440 | 52.94% | 52.94% |
30.10.2020 | 0.31% | 3.22 | 3.23 | 500'000 | 500'000 | 500'000 | 500'000 | 1'595'930 | 1'600'930 | 99.79% | 99.79% |
29.10.2020 | 0.32% | 3.09 | 3.10 | 500'000 | 500'000 | 500'000 | 500'000 | 1'558'690 | 1'563'690 | 99.34% | 99.34% |
28.10.2020 | 0.33% | 3.11 | 3.12 | 500'000 | 500'000 | 500'000 | 500'000 | 1'509'510 | 1'514'510 | 99.64% | 99.64% |
27.10.2020 | 0.50% | 2.13 | 2.14 | 500'000 | 500'000 | 500'000 | 500'000 | 992'131 | 997'131 | 99.91% | 99.91% |