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 | 2.23% | 0.45 | 0.46 | 120'000 | 100'000 | 118'578 | 100'000 | 52'659 | 45'442 | 99.97% | 99.97% |
28.08.2020 | 1.95% | 0.51 | 0.52 | 100'000 | 100'000 | 100'850 | 100'000 | 51'262 | 51'846 | 99.91% | 99.91% |
27.08.2020 | 2.23% | 0.46 | 0.47 | 110'000 | 100'000 | 117'499 | 100'000 | 52'167 | 45'439 | 99.92% | 99.92% |
26.08.2020 | 2.06% | 0.45 | 0.46 | 120'000 | 100'000 | 107'409 | 100'000 | 51'710 | 49'226 | 100.00% | 100.00% |
25.08.2020 | 1.92% | 0.52 | 0.53 | 100'000 | 100'000 | 100'000 | 100'000 | 51'581 | 52'581 | 99.98% | 99.98% |
24.08.2020 | 1.89% | 0.53 | 0.54 | 100'000 | 100'000 | 100'060 | 100'000 | 52'597 | 53'568 | 99.99% | 99.99% |
21.08.2020 | 1.67% | 0.59 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 59'323 | 60'323 | 99.90% | 99.90% |
20.08.2020 | 1.71% | 0.59 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 58'137 | 59'137 | 99.97% | 99.97% |
19.08.2020 | 1.76% | 0.56 | 0.57 | 100'000 | 100'000 | 100'000 | 100'000 | 56'475 | 57'475 | 99.97% | 99.97% |