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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31.08.2020 | 111.24% | 0.26 | 0.27 | 500'000 | 500'000 | 198'236 | 198'186 | 31'995 | 51'235 | 86.99% | 88.14% |
28.08.2020 | 54.95% | 0.22 | 0.23 | 500'000 | 500'000 | 186'032 | 186'018 | 35'745 | 48'278 | 99.45% | 99.45% |
27.08.2020 | 2.51% | 0.26 | 0.27 | 500'000 | 500'000 | 185'658 | 185'653 | 64'711 | 66'572 | 98.85% | 98.85% |
26.08.2020 | 1.78% | 0.57 | 0.58 | 500'000 | 500'000 | 187'110 | 187'129 | 103'805 | 105'687 | 99.91% | 99.91% |
25.08.2020 | 2.54% | 0.59 | 0.60 | 500'000 | 500'000 | 187'531 | 187'526 | 89'881 | 91'757 | 98.83% | 98.83% |
24.08.2020 | 1.59% | 0.58 | 0.59 | 500'000 | 500'000 | 187'181 | 187'206 | 117'457 | 119'347 | 99.44% | 99.44% |
21.08.2020 | 0.98% | 0.93 | 0.94 | 500'000 | 500'000 | 187'064 | 187'055 | 185'205 | 187'067 | 99.65% | 99.65% |
20.08.2020 | 0.89% | 1.09 | 1.10 | 500'000 | 500'000 | 187'074 | 187'074 | 207'922 | 209'792 | 99.72% | 99.72% |
19.08.2020 | 1.07% | 0.91 | 0.92 | 500'000 | 500'000 | 187'448 | 187'448 | 170'813 | 172'688 | 99.59% | 99.59% |
18.08.2020 | 1.09% | 0.99 | 1.00 | 500'000 | 500'000 | 186'708 | 186'711 | 176'272 | 178'141 | 99.76% | 99.76% |