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 | 5.16% | 0.20 | 0.21 | 450'000 | 150'000 | 450'000 | 150'000 | 85'184 | 29'895 | 100.00% | 100.00% |
28.08.2020 | 4.69% | 0.21 | 0.22 | 450'000 | 150'000 | 450'000 | 150'000 | 93'803 | 32'768 | 100.00% | 100.00% |
27.08.2020 | 3.69% | 0.24 | 0.25 | 450'000 | 150'000 | 450'000 | 150'000 | 119'949 | 41'483 | 99.99% | 99.99% |
26.08.2020 | 3.25% | 0.29 | 0.30 | 450'000 | 150'000 | 450'000 | 149'988 | 136'271 | 46'920 | 100.00% | 100.00% |
25.08.2020 | 2.94% | 0.33 | 0.34 | 450'000 | 150'000 | 450'000 | 150'000 | 150'648 | 51'716 | 99.98% | 99.98% |
24.08.2020 | 2.72% | 0.35 | 0.36 | 450'000 | 150'000 | 450'000 | 150'000 | 163'439 | 55'980 | 100.00% | 100.00% |
21.08.2020 | 2.63% | 0.36 | 0.37 | 450'000 | 150'000 | 450'000 | 150'000 | 169'066 | 57'855 | 99.99% | 99.99% |
20.08.2020 | 2.25% | 0.40 | 0.41 | 450'000 | 150'000 | 449'984 | 150'000 | 198'382 | 67'630 | 100.00% | 100.00% |
19.08.2020 | 2.12% | 0.46 | 0.47 | 450'000 | 150'000 | 404'633 | 150'000 | 190'163 | 71'577 | 100.00% | 100.00% |