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 | - | - |
21.07.2020 | 25.77% | 0.31 | 0.37 | 92'000 | 92'000 | 91'171 | 91'171 | 26'056 | 33'733 | 100.00% | 100.00% |
20.07.2020 | 13.49% | 0.32 | 0.37 | 92'000 | 92'000 | 92'038 | 92'038 | 29'770 | 34'054 | 100.00% | 100.00% |
16.07.2020 | 2.96% | 0.29 | 0.30 | 92'000 | 92'000 | 92'615 | 92'615 | 30'962 | 31'888 | 99.76% | 99.76% |
15.07.2020 | 3.17% | 0.32 | 0.33 | 92'000 | 92'000 | 91'703 | 91'703 | 28'561 | 29'478 | 100.00% | 100.00% |
14.07.2020 | 2.46% | 0.36 | 0.37 | 92'000 | 92'000 | 92'950 | 92'950 | 37'306 | 38'236 | 100.00% | 100.00% |
13.07.2020 | 2.52% | 0.39 | 0.40 | 93'000 | 93'000 | 92'539 | 92'539 | 36'304 | 37'230 | 100.00% | 100.00% |
10.07.2020 | 2.47% | 0.39 | 0.40 | 92'000 | 92'000 | 92'120 | 92'120 | 36'940 | 37'861 | 100.00% | 100.00% |
09.07.2020 | 2.66% | 0.40 | 0.41 | 92'000 | 92'000 | 91'888 | 91'888 | 34'075 | 34'994 | 100.00% | 100.00% |
08.07.2020 | 2.53% | 0.37 | 0.38 | 92'000 | 92'000 | 92'014 | 92'014 | 35'934 | 36'854 | 100.00% | 100.00% |