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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31.08.2020 | 7.13% | 0.13 | 0.14 | 400'000 | 400'000 | 386'178 | 386'179 | 52'254 | 56'116 | 100.00% | 100.00% |
28.08.2020 | 6.01% | 0.14 | 0.15 | 375'000 | 375'000 | 328'961 | 328'961 | 53'141 | 56'431 | 100.00% | 100.00% |
27.08.2020 | 4.86% | 0.21 | 0.22 | 250'000 | 250'000 | 255'926 | 255'926 | 51'359 | 53'919 | 100.00% | 100.00% |
26.08.2020 | 4.16% | 0.23 | 0.24 | 225'000 | 225'000 | 224'410 | 224'410 | 52'799 | 55'043 | 100.00% | 100.00% |
25.08.2020 | 3.68% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 53'413 | 55'413 | 99.58% | 99.58% |
24.08.2020 | 3.84% | 0.26 | 0.27 | 200'000 | 200'000 | 200'258 | 200'258 | 51'237 | 53'239 | 100.00% | 100.00% |
21.08.2020 | 3.79% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 51'854 | 53'854 | 100.00% | 100.00% |
20.08.2020 | 3.62% | 0.29 | 0.30 | 200'000 | 200'000 | 199'093 | 199'093 | 54'113 | 56'103 | 99.26% | 99.26% |
19.08.2020 | 4.34% | 0.22 | 0.23 | 250'000 | 250'000 | 235'044 | 235'044 | 53'016 | 55'366 | 99.47% | 99.47% |
18.08.2020 | 3.87% | 0.26 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 50'766 | 52'766 | 99.54% | 99.54% |