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 | 28.96% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'659 | 19'830 | 97.35% | 97.35% |
28.08.2020 | 28.44% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'213 | 20'107 | 98.98% | 98.98% |
27.08.2020 | 28.09% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'766 | 20'383 | 97.87% | 97.87% |
26.08.2020 | 39.72% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'248 | 15'124 | 92.10% | 92.10% |
25.08.2020 | 33.33% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'833 | 17'916 | 97.58% | 97.58% |
24.08.2020 | 39.73% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'233 | 15'116 | 99.33% | 99.33% |
21.08.2020 | 36.22% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'304 | 16'652 | 98.83% | 98.83% |
20.08.2020 | 32.97% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'151 | 18'075 | 99.42% | 99.42% |
19.08.2020 | 26.52% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'224 | 21'612 | 91.96% | 91.96% |