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 | 17.61% | 0.06 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 15'620 | 18'620 | 95.88% | 95.88% |
28.08.2020 | 17.34% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 15'834 | 18'834 | 99.97% | 99.97% |
27.08.2020 | 18.46% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 14'797 | 17'797 | 99.50% | 99.50% |
26.08.2020 | 17.71% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 15'472 | 18'472 | 100.00% | 100.00% |
25.08.2020 | 15.86% | 0.06 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 17'460 | 20'460 | 99.92% | 99.92% |
24.08.2020 | 14.48% | 0.06 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 19'242 | 22'242 | 98.21% | 98.21% |
21.08.2020 | 13.94% | 0.07 | 0.08 | 300'000 | 300'000 | 300'000 | 300'000 | 20'074 | 23'074 | 99.90% | 99.90% |
20.08.2020 | 11.31% | 0.08 | 0.09 | 260'000 | 260'000 | 260'000 | 260'000 | 21'894 | 24'494 | 99.88% | 99.88% |
19.08.2020 | 10.63% | 0.11 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 27'191 | 30'191 | 99.97% | 99.97% |