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 | 1.70% | 0.56 | 0.57 | 390'000 | 390'000 | 390'000 | 390'000 | 228'170 | 232'070 | 93.66% | 93.66% |
28.08.2020 | 1.70% | 0.56 | 0.57 | 350'000 | 350'000 | 350'000 | 350'000 | 204'478 | 207'978 | 99.83% | 99.83% |
27.08.2020 | 1.37% | 0.68 | 0.69 | 340'000 | 340'000 | 340'000 | 340'000 | 246'155 | 249'555 | 99.19% | 99.19% |
26.08.2020 | 1.42% | 0.72 | 0.73 | 360'000 | 360'000 | 360'000 | 360'000 | 251'358 | 254'958 | 99.51% | 99.51% |
25.08.2020 | 1.30% | 0.70 | 0.71 | 350'000 | 350'000 | 350'000 | 350'000 | 267'009 | 270'509 | 99.52% | 99.52% |
24.08.2020 | 1.24% | 0.74 | 0.75 | 380'000 | 380'000 | 380'000 | 380'000 | 304'507 | 308'307 | 99.39% | 99.39% |
21.08.2020 | 1.47% | 0.67 | 0.68 | 380'000 | 380'000 | 380'000 | 380'000 | 257'154 | 260'954 | 99.60% | 99.60% |
20.08.2020 | 1.42% | 0.67 | 0.68 | 350'000 | 350'000 | 350'000 | 350'000 | 245'552 | 249'052 | 99.70% | 99.70% |
19.08.2020 | 1.49% | 0.76 | 0.77 | 410'000 | 410'000 | 410'000 | 410'000 | 274'743 | 278'843 | 99.66% | 99.66% |