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 | - | - |
27.07.2020 | 1.10% | 45.70 | 46.20 | 500'000 | 100'000 | 500'000 | 100'000 | 225'905 | 45'681 | 99.93% | 99.93% |
24.07.2020 | 1.09% | 45.40 | 45.90 | 500'000 | 100'000 | 500'000 | 100'000 | 228'116 | 46'123 | 94.52% | 94.52% |
23.07.2020 | 0.96% | 47.30 | 47.70 | 500'000 | 100'000 | 500'000 | 100'000 | 236'625 | 47'782 | 99.93% | 99.93% |
22.07.2020 | 0.96% | 46.00 | 46.50 | 500'000 | 100'000 | 500'000 | 100'000 | 227'387 | 45'917 | 99.86% | 99.86% |
21.07.2020 | 1.11% | 45.70 | 46.20 | 500'000 | 100'000 | 500'000 | 100'000 | 233'705 | 47'263 | 99.89% | 99.89% |
20.07.2020 | 1.09% | 46.20 | 46.70 | 500'000 | 100'000 | 500'000 | 100'000 | 227'695 | 46'039 | 99.19% | 99.19% |
16.07.2020 | 1.17% | 46.60 | 47.20 | 500'000 | 100'000 | 500'000 | 100'000 | 232'100 | 46'966 | 99.83% | 99.83% |
15.07.2020 | 1.28% | 48.40 | 49.00 | 500'000 | 100'000 | 500'000 | 100'000 | 234'821 | 47'568 | 99.88% | 99.88% |
14.07.2020 | 1.16% | 46.30 | 46.80 | 500'000 | 100'000 | 500'000 | 100'000 | 228'893 | 46'311 | 99.20% | 99.20% |