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 | 1.45% | 0.86 | 0.87 | 100'000 | 100'000 | 85'049 | 60'537 | 59'268 | 43'928 | 99.46% | 99.46% |
28.08.2020 | 1.34% | 0.79 | 0.80 | 100'000 | 100'000 | 79'401 | 60'488 | 59'396 | 46'317 | 99.16% | 99.16% |
27.08.2020 | 1.01% | 0.81 | 0.82 | 100'000 | 100'000 | 60'527 | 60'053 | 58'417 | 58'578 | 97.80% | 97.80% |
26.08.2020 | 0.88% | 1.14 | 1.15 | 100'000 | 100'000 | 60'701 | 60'701 | 68'507 | 69'114 | 99.90% | 99.90% |
25.08.2020 | 1.06% | 1.14 | 1.15 | 100'000 | 100'000 | 68'554 | 60'692 | 66'163 | 59'696 | 99.13% | 99.13% |
24.08.2020 | 0.84% | 1.14 | 1.15 | 100'000 | 100'000 | 60'679 | 60'679 | 72'029 | 72'636 | 98.76% | 98.76% |
21.08.2020 | 0.62% | 1.51 | 1.52 | 100'000 | 100'000 | 60'855 | 60'855 | 96'791 | 97'400 | 96.92% | 96.92% |
20.08.2020 | 0.58% | 1.68 | 1.69 | 100'000 | 100'000 | 60'681 | 60'681 | 103'454 | 104'061 | 99.64% | 99.64% |
19.08.2020 | 0.67% | 1.49 | 1.50 | 100'000 | 100'000 | 60'681 | 60'681 | 90'534 | 91'141 | 99.81% | 99.81% |
18.08.2020 | 0.67% | 1.56 | 1.57 | 100'000 | 100'000 | 60'546 | 60'546 | 90'603 | 91'209 | 99.38% | 99.38% |