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 | 23.82% | 0.05 | 0.07 | 80'000 | 80'000 | 47'947 | 47'947 | 3'033 | 3'859 | 91.53% | 91.53% |
28.08.2020 | 25.41% | 0.06 | 0.07 | 80'000 | 80'000 | 48'671 | 48'671 | 2'936 | 3'768 | 97.80% | 97.80% |
27.08.2020 | 22.38% | 0.06 | 0.07 | 80'000 | 80'000 | 48'700 | 48'700 | 3'362 | 4'198 | 95.00% | 95.00% |
26.08.2020 | 36.95% | 0.08 | 0.09 | 80'000 | 80'000 | 48'649 | 48'649 | 3'439 | 4'871 | 96.16% | 96.16% |
25.08.2020 | 18.57% | 0.10 | 0.11 | 80'000 | 80'000 | 49'025 | 49'025 | 4'653 | 5'544 | 94.51% | 94.51% |
24.08.2020 | 18.32% | 0.08 | 0.10 | 80'000 | 80'000 | 48'618 | 48'618 | 5'218 | 6'261 | 97.57% | 97.57% |
21.08.2020 | 17.41% | 0.11 | 0.13 | 80'000 | 80'000 | 48'639 | 48'639 | 5'816 | 6'859 | 97.44% | 97.44% |
20.08.2020 | 15.55% | 0.12 | 0.13 | 80'000 | 80'000 | 48'822 | 48'822 | 7'126 | 8'293 | 95.99% | 95.99% |
19.08.2020 | 13.05% | 0.17 | 0.18 | 70'000 | 70'000 | 46'918 | 46'918 | 8'804 | 9'987 | 92.57% | 92.57% |