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 | 9.66% | 0.08 | 0.09 | 100'000 | 400'000 | 100'000 | 392'075 | 10'045 | 43'132 | 99.71% | 99.71% |
28.08.2020 | 7.48% | 0.13 | 0.14 | 100'000 | 400'000 | 100'000 | 335'674 | 12'903 | 46'409 | 99.99% | 99.99% |
27.08.2020 | 6.14% | 0.15 | 0.16 | 100'000 | 300'000 | 100'000 | 299'163 | 15'834 | 50'342 | 99.97% | 99.97% |
26.08.2020 | 6.92% | 0.15 | 0.16 | 100'000 | 300'000 | 99'973 | 339'593 | 14'009 | 50'703 | 99.99% | 99.99% |
25.08.2020 | 5.78% | 0.14 | 0.15 | 100'000 | 400'000 | 100'000 | 313'225 | 17'032 | 55'900 | 100.00% | 100.00% |
24.08.2020 | 6.06% | 0.16 | 0.17 | 100'000 | 300'000 | 100'000 | 312'416 | 16'115 | 53'181 | 99.94% | 99.94% |
21.08.2020 | 7.57% | 0.13 | 0.14 | 100'000 | 400'000 | 100'000 | 398'907 | 12'837 | 55'173 | 99.98% | 99.98% |
20.08.2020 | 8.35% | 0.11 | 0.12 | 100'000 | 400'000 | 100'000 | 400'000 | 11'508 | 50'031 | 99.35% | 99.35% |
19.08.2020 | 6.60% | 0.13 | 0.14 | 100'000 | 400'000 | 100'000 | 400'000 | 14'720 | 62'882 | 100.00% | 100.00% |