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 | - | - |
14.07.2020 | 11.24% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 88'409 | 98'409 | 99.82% | 99.82% |
13.07.2020 | 8.03% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 121'723 | 131'723 | 99.85% | 99.85% |
10.07.2020 | 6.24% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 156'198 | 166'198 | 99.99% | 99.99% |
09.07.2020 | 7.77% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 124'597 | 134'597 | 99.76% | 99.76% |
08.07.2020 | 6.24% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 158'092 | 168'092 | 99.42% | 99.42% |
07.07.2020 | 5.73% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 169'954 | 179'954 | 100.00% | 100.00% |
06.07.2020 | 6.52% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 150'005 | 160'005 | 99.93% | 99.93% |
03.07.2020 | 4.48% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 218'213 | 228'213 | 99.79% | 99.79% |
02.07.2020 | 5.37% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 182'160 | 192'160 | 99.64% | 99.64% |