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 | 15.36% | 0.06 | 0.07 | 750'000 | 250'000 | 750'000 | 250'000 | 45'281 | 17'594 | 100.00% | 100.00% |
28.08.2020 | 15.93% | 0.06 | 0.07 | 750'000 | 250'000 | 750'000 | 250'000 | 43'846 | 17'115 | 100.00% | 100.00% |
27.08.2020 | 12.30% | 0.08 | 0.09 | 750'000 | 250'000 | 750'000 | 250'000 | 57'442 | 21'647 | 100.00% | 100.00% |
26.08.2020 | 12.37% | 0.08 | 0.09 | 750'000 | 250'000 | 750'000 | 250'000 | 57'437 | 21'646 | 100.00% | 100.00% |
25.08.2020 | 16.27% | 0.05 | 0.06 | 750'000 | 250'000 | 750'000 | 250'000 | 42'800 | 16'767 | 99.76% | 99.76% |
24.08.2020 | 18.91% | 0.04 | 0.05 | 750'000 | 250'000 | 750'000 | 250'000 | 37'153 | 14'884 | 100.00% | 100.00% |
21.08.2020 | 19.46% | 0.04 | 0.05 | 750'000 | 250'000 | 750'000 | 250'000 | 35'137 | 14'213 | 99.87% | 99.87% |
20.08.2020 | 15.13% | 0.06 | 0.07 | 750'000 | 250'000 | 750'000 | 250'000 | 45'926 | 17'809 | 99.99% | 99.99% |
19.08.2020 | 14.78% | 0.07 | 0.08 | 750'000 | 250'000 | 750'000 | 250'000 | 47'197 | 18'232 | 100.00% | 100.00% |