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 | - | - |
31.08.2020 | 9.13% | 0.12 | 0.13 | 475'000 | 475'000 | 504'356 | 478'573 | 52'784 | 55'150 | 100.00% | 100.00% |
28.08.2020 | 7.45% | 0.14 | 0.15 | 400'000 | 400'000 | 435'410 | 435'425 | 56'346 | 60'703 | 100.00% | 100.00% |
27.08.2020 | 9.07% | 0.11 | 0.12 | 525'000 | 525'000 | 520'829 | 509'379 | 54'928 | 58'959 | 100.00% | 100.00% |
26.08.2020 | 8.79% | 0.10 | 0.11 | 525'000 | 525'000 | 498'922 | 498'926 | 54'289 | 59'279 | 100.00% | 100.00% |
25.08.2020 | 8.61% | 0.12 | 0.13 | 450'000 | 450'000 | 502'528 | 502'529 | 55'976 | 61'001 | 99.61% | 99.61% |
24.08.2020 | 6.89% | 0.14 | 0.15 | 425'000 | 425'000 | 409'023 | 408'908 | 57'406 | 61'478 | 100.00% | 100.00% |
21.08.2020 | 4.27% | 0.24 | 0.25 | 275'000 | 275'000 | 278'334 | 278'329 | 64'045 | 66'828 | 100.00% | 100.00% |
20.08.2020 | 4.06% | 0.25 | 0.26 | 275'000 | 275'000 | 277'871 | 277'935 | 67'093 | 69'889 | 98.91% | 98.91% |
19.08.2020 | 4.90% | 0.19 | 0.20 | 350'000 | 350'000 | 321'075 | 321'077 | 63'942 | 67'153 | 100.00% | 100.00% |