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 | - | - |
21.08.2020 | 0.75% | 39.45 | 39.75 | 300'000 | 100'000 | 300'000 | 100'000 | 117'007 | 39'297 | 100.00% | 100.00% |
20.08.2020 | 0.75% | 38.56 | 38.85 | 300'000 | 100'000 | 300'000 | 100'000 | 115'620 | 38'830 | 100.00% | 100.00% |
19.08.2020 | 0.75% | 39.60 | 39.90 | 300'000 | 100'000 | 300'000 | 100'000 | 117'249 | 39'377 | 100.00% | 100.00% |
18.08.2020 | 0.76% | 38.47 | 38.76 | 300'000 | 100'000 | 300'000 | 100'000 | 117'032 | 39'307 | 100.00% | 100.00% |
17.08.2020 | 0.75% | 38.06 | 38.35 | 300'000 | 100'000 | 300'000 | 100'000 | 115'671 | 38'847 | 100.00% | 100.00% |
14.08.2020 | 0.75% | 39.26 | 39.56 | 300'000 | 100'000 | 300'000 | 100'000 | 117'047 | 39'310 | 100.00% | 100.00% |
13.08.2020 | 0.74% | 39.99 | 40.29 | 300'000 | 100'000 | 300'000 | 100'000 | 121'154 | 40'685 | 100.00% | 100.00% |
12.08.2020 | 0.75% | 40.61 | 40.91 | 300'000 | 100'000 | 300'000 | 100'000 | 122'969 | 41'298 | 100.00% | 100.00% |
11.08.2020 | 0.75% | 41.11 | 41.42 | 300'000 | 100'000 | 300'000 | 100'000 | 120'742 | 40'550 | 99.06% | 99.06% |