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 | 5.20% | 0.18 | 0.19 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 187'688 | 49'422 | 99.69% | 99.69% |
28.08.2020 | 5.46% | 0.19 | 0.20 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 178'431 | 47'108 | 100.00% | 100.00% |
27.08.2020 | 4.85% | 0.18 | 0.19 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 201'500 | 52'875 | 99.99% | 99.99% |
26.08.2020 | 5.23% | 0.19 | 0.20 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 186'155 | 49'039 | 100.00% | 100.00% |
25.08.2020 | 5.01% | 0.18 | 0.19 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 194'832 | 51'208 | 100.00% | 100.00% |
24.08.2020 | 4.90% | 0.21 | 0.22 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 199'382 | 52'346 | 99.91% | 99.91% |
21.08.2020 | 5.75% | 0.17 | 0.18 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 169'386 | 44'847 | 100.00% | 100.00% |
20.08.2020 | 5.82% | 0.17 | 0.18 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 167'017 | 44'254 | 99.42% | 99.42% |
19.08.2020 | 5.38% | 0.19 | 0.20 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 181'162 | 47'791 | 100.00% | 100.00% |