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 | 65.80% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'324 | 10'162 | 99.41% | 99.41% |
28.08.2020 | 41.97% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'262 | 14'631 | 99.39% | 99.39% |
27.08.2020 | 28.48% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'149 | 20'075 | 99.42% | 99.42% |
26.08.2020 | 22.92% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 486'358 | 39'370 | 23'875 | 99.44% | 99.44% |
25.08.2020 | 19.31% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 443'081 | 47'206 | 25'188 | 99.41% | 99.41% |
24.08.2020 | 17.19% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 417'411 | 53'930 | 26'528 | 99.41% | 99.41% |
21.08.2020 | 25.72% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'493 | 22'247 | 99.47% | 99.47% |
20.08.2020 | 19.43% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 487'404 | 46'922 | 27'706 | 99.42% | 99.42% |
19.08.2020 | 17.30% | 0.05 | 0.06 | 1'000'000 | 400'000 | 1'000'000 | 438'279 | 53'166 | 27'563 | 99.42% | 99.42% |