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 | 5.27% | 0.21 | 0.22 | 300'000 | 100'000 | 300'000 | 100'000 | 55'558 | 19'519 | 100.00% | 100.00% |
28.08.2020 | 5.30% | 0.18 | 0.19 | 300'000 | 100'000 | 300'000 | 100'000 | 55'289 | 19'430 | 100.00% | 100.00% |
27.08.2020 | 3.67% | 0.22 | 0.23 | 300'000 | 100'000 | 251'383 | 83'794 | 67'226 | 23'247 | 99.99% | 99.99% |
26.08.2020 | 3.88% | 0.27 | 0.28 | 300'000 | 100'000 | 299'994 | 99'998 | 76'088 | 26'363 | 100.00% | 100.00% |
25.08.2020 | 4.10% | 0.23 | 0.24 | 300'000 | 100'000 | 300'000 | 100'000 | 71'803 | 24'934 | 99.97% | 99.97% |
24.08.2020 | 4.69% | 0.22 | 0.23 | 300'000 | 100'000 | 300'620 | 100'207 | 62'874 | 21'960 | 100.00% | 100.00% |
21.08.2020 | 5.83% | 0.17 | 0.18 | 450'000 | 150'000 | 435'379 | 145'126 | 72'508 | 25'620 | 99.99% | 99.99% |
20.08.2020 | 6.90% | 0.16 | 0.17 | 450'000 | 150'000 | 450'000 | 150'000 | 63'232 | 22'577 | 100.00% | 100.00% |
19.08.2020 | 6.30% | 0.16 | 0.17 | 450'000 | 150'000 | 450'000 | 150'000 | 69'260 | 24'587 | 100.00% | 100.00% |