Ottobock Ankle Splint
I have this Ottobock splint for my ankle that I twisted playing basketball. My dad's an orthopaedic surgeon and suggested this particular make and model and it's honestly a lot better than the normal ankle strap you get from Walgreens/CVS.
The reason it works well is that it has these relatively solid plastic splints on either side of the ankle that hold it upright. Against the doctor's advice, I was even able to play basketball wearing the splint. It's quite large so it will make it harder to fit your shoes around it, but it's very comfortable.
Another problem I had with the standard velcro strap available OTC from the pharmacy is that to get some stability I had to wear those quite tightly because there was only manner of adjusting it. That led to it pressing inward on my foot, which became uncomfortable after some time.
With this splint, there's a laced portion on the shin above the ankle that you can tighten all the way down to the mid-foot. And then there's the two velcro straps that go around the foot. So to get it to stay snug on the foot, you don't end up having to tighten the velcro.
I couldn't find this available anywhere from a store, but there are sellers on eBay who will ship it to you from Ukraine! I opted to pay about twice the amount to just have it sent from the US and it arrived pretty quickly.