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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31.08.2020 | 1.06% | 1.10 | 1.11 | 50'000 | 50'000 | 50'000 | 50'000 | 47'049 | 47'549 | 98.05% | 98.05% |
28.08.2020 | 1.00% | 1.04 | 1.05 | 50'000 | 50'000 | 50'000 | 50'000 | 49'735 | 50'235 | 100.00% | 100.00% |
27.08.2020 | 0.81% | 1.06 | 1.07 | 50'000 | 50'000 | 50'000 | 50'000 | 62'280 | 62'780 | 100.00% | 100.00% |
26.08.2020 | 0.72% | 1.39 | 1.40 | 50'000 | 50'000 | 50'000 | 50'000 | 69'145 | 69'645 | 100.00% | 100.00% |
25.08.2020 | 0.83% | 1.39 | 1.40 | 50'000 | 50'000 | 50'000 | 50'000 | 60'024 | 60'524 | 100.00% | 100.00% |
24.08.2020 | 0.69% | 1.39 | 1.40 | 50'000 | 50'000 | 50'000 | 50'000 | 72'249 | 72'749 | 100.00% | 100.00% |
21.08.2020 | 0.54% | 1.77 | 1.78 | 50'000 | 50'000 | 50'000 | 50'000 | 92'990 | 93'490 | 100.00% | 100.00% |
20.08.2020 | 0.51% | 1.93 | 1.94 | 50'000 | 50'000 | 50'000 | 50'000 | 98'462 | 98'962 | 100.00% | 100.00% |
19.08.2020 | 0.57% | 1.75 | 1.76 | 50'000 | 50'000 | 50'000 | 50'000 | 87'826 | 88'326 | 100.00% | 100.00% |
18.08.2020 | 0.57% | 1.82 | 1.83 | 50'000 | 50'000 | 50'000 | 50'000 | 87'066 | 87'566 | 100.00% | 100.00% |