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 | - | - |
27.08.2020 | 1.47% | 85.64 | 86.84 | 150'000 | 40'000 | 150'000 | 40'000 | 121'378 | 32'847 | 79.44% | 79.44% |
26.08.2020 | 1.49% | 79.83 | 81.03 | 140'000 | 40'000 | 144'706 | 40'000 | 116'054 | 32'560 | 100.00% | 100.00% |
25.08.2020 | 1.48% | 79.98 | 81.18 | 150'000 | 40'000 | 150'000 | 40'000 | 120'402 | 32'587 | 100.00% | 100.00% |
24.08.2020 | 1.46% | 80.67 | 81.87 | 150'000 | 40'000 | 150'000 | 40'000 | 122'215 | 33'071 | 100.00% | 100.00% |
21.08.2020 | 1.45% | 81.77 | 82.97 | 150'000 | 40'000 | 150'000 | 40'000 | 123'396 | 33'386 | 100.00% | 100.00% |
20.08.2020 | 1.48% | 80.71 | 81.91 | 150'000 | 40'000 | 150'000 | 40'000 | 120'593 | 32'638 | 100.00% | 100.00% |
19.08.2020 | 1.49% | 79.00 | 80.20 | 150'000 | 40'000 | 150'000 | 40'000 | 119'756 | 32'415 | 100.00% | 100.00% |
18.08.2020 | 1.47% | 79.35 | 80.55 | 150'000 | 40'000 | 150'000 | 40'000 | 121'164 | 32'790 | 100.00% | 100.00% |
17.08.2020 | 1.47% | 80.69 | 81.89 | 150'000 | 40'000 | 150'000 | 40'000 | 121'270 | 32'819 | 100.00% | 100.00% |