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 | - | - |
24.07.2020 | 8.49% | 0.30 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 102'196 | 111'196 | 100.00% | 100.00% |
23.07.2020 | 9.28% | 0.30 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 93'795 | 102'795 | 99.65% | 99.65% |
22.07.2020 | 6.66% | 0.44 | 0.47 | 300'000 | 300'000 | 300'000 | 300'000 | 135'592 | 144'592 | 90.55% | 90.55% |
21.07.2020 | 3.84% | 0.67 | 0.70 | 300'000 | 300'000 | 300'000 | 300'000 | 231'823 | 240'823 | 100.00% | 100.00% |
20.07.2020 | 2.86% | 0.97 | 1.00 | 300'000 | 300'000 | 300'000 | 300'000 | 310'252 | 319'252 | 100.00% | 100.00% |
16.07.2020 | 2.66% | 1.09 | 1.12 | 300'000 | 300'000 | 300'000 | 300'000 | 333'521 | 342'521 | 100.00% | 100.00% |
15.07.2020 | 2.70% | 1.11 | 1.14 | 300'000 | 300'000 | 300'000 | 300'000 | 328'901 | 337'901 | 100.00% | 100.00% |
14.07.2020 | 2.53% | 1.13 | 1.16 | 300'000 | 300'000 | 300'000 | 299'998 | 350'690 | 359'688 | 99.73% | 99.73% |
13.07.2020 | 2.60% | 1.12 | 1.15 | 300'000 | 300'000 | 300'000 | 300'000 | 341'662 | 350'662 | 100.00% | 100.00% |