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 | 39.99% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'013 | 15'006 | 90.84% | 90.84% |
28.08.2020 | 51.33% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'750 | 12'875 | 95.18% | 95.18% |
27.08.2020 | 39.74% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'231 | 15'115 | 88.89% | 88.89% |
26.08.2020 | 36.62% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'958 | 16'479 | 94.21% | 94.21% |
25.08.2020 | 25.95% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'146 | 22'073 | 93.81% | 93.81% |
24.08.2020 | 20.65% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 499'475 | 44'162 | 27'044 | 92.67% | 92.67% |
21.08.2020 | 19.81% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'998 | 27'999 | 98.56% | 98.56% |
20.08.2020 | 15.42% | 0.06 | 0.07 | 1'000'000 | 500'000 | 1'000'000 | 497'880 | 59'995 | 34'828 | 95.67% | 95.67% |
19.08.2020 | 11.73% | 0.08 | 0.09 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 80'492 | 36'197 | 95.29% | 95.29% |