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 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 94.96% |
28.08.2020 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 98.08% |
27.08.2020 | 120.00% | 0.01 | 0.02 | 40'000 | 80'000 | 40'000 | 40'000 | 200 | 800 | 9.56% | 95.37% |
26.08.2020 | 92.89% | 0.01 | 0.02 | 80'000 | 80'000 | 46'319 | 46'319 | 390 | 1'085 | 75.53% | 95.81% |
25.08.2020 | 80.89% | 0.02 | 0.03 | 80'000 | 80'000 | 49'033 | 49'033 | 570 | 1'306 | 94.54% | 94.54% |
24.08.2020 | 70.47% | 0.01 | 0.03 | 80'000 | 80'000 | 48'624 | 48'624 | 650 | 1'379 | 97.59% | 97.59% |
21.08.2020 | 55.08% | 0.02 | 0.03 | 80'000 | 80'000 | 48'653 | 48'653 | 955 | 1'685 | 97.49% | 97.49% |
20.08.2020 | 42.71% | 0.02 | 0.04 | 80'000 | 80'000 | 48'822 | 48'822 | 1'313 | 2'045 | 95.99% | 95.99% |
19.08.2020 | 29.18% | 0.03 | 0.05 | 80'000 | 80'000 | 49'199 | 49'199 | 2'115 | 2'853 | 92.75% | 92.75% |