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 | 28.20% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'589 | 20'295 | 99.41% | 99.41% |
28.08.2020 | 29.59% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'105 | 19'552 | 99.43% | 99.43% |
27.08.2020 | 15.02% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'949 | 35'975 | 99.16% | 99.16% |
26.08.2020 | 13.09% | 0.07 | 0.08 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'557 | 40'778 | 99.45% | 99.45% |
25.08.2020 | 10.35% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 483'614 | 92'620 | 49'318 | 99.21% | 99.21% |
24.08.2020 | 11.15% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'401 | 47'700 | 99.03% | 99.03% |
21.08.2020 | 16.03% | 0.06 | 0.07 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'695 | 33'848 | 98.99% | 98.99% |
20.08.2020 | 14.27% | 0.06 | 0.07 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'448 | 37'724 | 97.15% | 97.15% |
19.08.2020 | 13.18% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'011 | 40'505 | 98.59% | 98.59% |