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 | - | - |
27.08.2020 | 5.85% | 0.51 | 0.54 | 200'000 | 200'000 | 200'000 | 200'000 | 99'638 | 105'638 | 95.68% | 95.68% |
26.08.2020 | 5.72% | 0.52 | 0.55 | 200'000 | 200'000 | 200'000 | 200'000 | 102'023 | 108'023 | 95.11% | 95.11% |
25.08.2020 | 5.50% | 0.52 | 0.55 | 200'000 | 200'000 | 200'000 | 200'000 | 106'244 | 112'244 | 98.05% | 98.05% |
24.08.2020 | 5.31% | 0.53 | 0.56 | 200'000 | 200'000 | 200'000 | 200'000 | 110'044 | 116'044 | 96.75% | 96.75% |
21.08.2020 | 5.91% | 0.49 | 0.52 | 200'000 | 200'000 | 200'000 | 200'000 | 98'824 | 104'824 | 98.08% | 98.08% |
20.08.2020 | 5.59% | 0.51 | 0.54 | 200'000 | 200'000 | 200'000 | 200'000 | 104'294 | 110'294 | 97.31% | 97.31% |
19.08.2020 | 5.00% | 0.60 | 0.63 | 200'000 | 200'000 | 200'000 | 200'000 | 117'117 | 123'117 | 60.09% | 60.09% |
18.08.2020 | 4.90% | 0.58 | 0.61 | 200'000 | 200'000 | 200'000 | 200'000 | 119'535 | 125'535 | 38.49% | 38.49% |
17.08.2020 | 4.84% | 0.60 | 0.63 | 200'000 | 200'000 | 200'000 | 200'000 | 120'976 | 126'976 | 53.59% | 54.62% |