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 | - | - |
19.08.2020 | 3.49% | 96.90 | 100.30 | 50'000 | 10'000 | 50'000 | 10'000 | 48'431 | 10'030 | 100.00% | 100.00% |
18.08.2020 | 2.57% | 99.90 | 100.30 | 500'000 | 100'000 | 146'958 | 29'392 | 145'744 | 29'480 | 99.59% | 99.59% |
17.08.2020 | 2.60% | 99.90 | 100.30 | 500'000 | 100'000 | 146'954 | 29'391 | 145'724 | 29'479 | 99.59% | 99.59% |
14.08.2020 | 2.61% | 100.00 | 100.40 | 500'000 | 100'000 | 147'927 | 29'585 | 146'838 | 29'704 | 98.60% | 98.60% |
13.08.2020 | 2.55% | 100.00 | 100.40 | 500'000 | 100'000 | 146'929 | 29'386 | 145'867 | 29'503 | 99.58% | 99.58% |
12.08.2020 | 2.53% | 100.10 | 100.50 | 500'000 | 100'000 | 149'505 | 29'901 | 148'603 | 30'051 | 97.02% | 97.02% |
11.08.2020 | 2.47% | 100.10 | 100.50 | 500'000 | 100'000 | 148'878 | 29'776 | 148'002 | 29'925 | 97.64% | 97.64% |
10.08.2020 | 2.54% | 100.10 | 100.50 | 500'000 | 100'000 | 146'950 | 29'390 | 146'038 | 29'537 | 99.59% | 99.59% |
07.08.2020 | 4.96% | 100.20 | 100.60 | 500'000 | 100'000 | 143'374 | 28'675 | 141'442 | 28'847 | 99.56% | 99.56% |