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 | 4.44% | 0.44 | 0.46 | 120'000 | 100'000 | 119'315 | 100'000 | 52'568 | 46'100 | 99.98% | 99.98% |
28.08.2020 | 5.08% | 0.38 | 0.40 | 140'000 | 100'000 | 135'609 | 100'000 | 52'011 | 40'381 | 99.95% | 99.95% |
27.08.2020 | 4.40% | 0.43 | 0.45 | 120'000 | 100'000 | 118'130 | 100'000 | 52'466 | 46'443 | 99.90% | 99.90% |
26.08.2020 | 4.78% | 0.44 | 0.46 | 120'000 | 100'000 | 126'156 | 100'000 | 51'538 | 42'953 | 100.00% | 100.00% |
25.08.2020 | 5.13% | 0.38 | 0.40 | 140'000 | 100'000 | 136'152 | 100'000 | 51'727 | 40'025 | 99.97% | 99.97% |
24.08.2020 | 5.22% | 0.37 | 0.39 | 140'000 | 100'000 | 138'315 | 100'000 | 51'647 | 39'382 | 99.96% | 99.96% |
21.08.2020 | 4.18% | 0.32 | 0.34 | 160'000 | 100'000 | 164'209 | 100'000 | 52'010 | 33'083 | 99.90% | 99.90% |
20.08.2020 | 5.06% | 0.33 | 0.34 | 160'000 | 100'000 | 158'592 | 100'000 | 51'970 | 34'494 | 99.96% | 99.96% |
19.08.2020 | 5.66% | 0.35 | 0.37 | 150'000 | 100'000 | 152'348 | 100'000 | 52'253 | 36'332 | 99.98% | 99.98% |