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 | 6.11% | 0.51 | 0.52 | 500'000 | 500'000 | 189'882 | 189'883 | 77'609 | 80'402 | 95.09% | 95.09% |
28.08.2020 | 2.20% | 0.50 | 0.51 | 500'000 | 500'000 | 186'470 | 186'470 | 89'454 | 91'319 | 99.63% | 99.63% |
27.08.2020 | 1.47% | 0.52 | 0.53 | 500'000 | 500'000 | 186'401 | 186'400 | 114'492 | 116'356 | 99.09% | 99.09% |
26.08.2020 | 1.20% | 0.83 | 0.84 | 500'000 | 500'000 | 187'113 | 187'113 | 154'603 | 156'474 | 99.92% | 99.92% |
25.08.2020 | 1.55% | 0.84 | 0.85 | 500'000 | 500'000 | 187'924 | 187'924 | 136'267 | 138'147 | 98.92% | 98.92% |
24.08.2020 | 1.14% | 0.83 | 0.84 | 500'000 | 500'000 | 187'068 | 187'068 | 163'917 | 165'788 | 99.41% | 99.41% |
21.08.2020 | 0.79% | 1.18 | 1.19 | 500'000 | 500'000 | 187'079 | 187'079 | 231'832 | 233'703 | 99.56% | 99.56% |
20.08.2020 | 0.73% | 1.34 | 1.35 | 500'000 | 500'000 | 186'783 | 186'783 | 253'750 | 255'618 | 99.66% | 99.66% |
19.08.2020 | 0.85% | 1.16 | 1.17 | 500'000 | 500'000 | 187'457 | 187'457 | 217'259 | 219'133 | 99.63% | 99.63% |
18.08.2020 | 0.86% | 1.23 | 1.24 | 500'000 | 500'000 | 186'949 | 186'949 | 222'545 | 224'414 | 99.82% | 99.82% |