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 | 3.18% | 0.32 | 0.33 | 160'000 | 100'000 | 166'948 | 100'000 | 51'714 | 32'044 | 99.98% | 99.98% |
28.08.2020 | 2.64% | 0.38 | 0.39 | 140'000 | 100'000 | 139'208 | 100'000 | 51'999 | 38'368 | 99.97% | 99.97% |
27.08.2020 | 3.20% | 0.33 | 0.34 | 160'000 | 100'000 | 168'542 | 100'000 | 51'832 | 31'806 | 99.74% | 99.74% |
26.08.2020 | 2.85% | 0.32 | 0.33 | 160'000 | 100'000 | 149'769 | 100'000 | 51'762 | 35'686 | 100.00% | 100.00% |
25.08.2020 | 2.59% | 0.39 | 0.40 | 130'000 | 100'000 | 136'009 | 100'000 | 51'933 | 39'223 | 99.98% | 99.98% |
24.08.2020 | 2.54% | 0.39 | 0.40 | 130'000 | 100'000 | 132'822 | 100'000 | 51'694 | 39'966 | 100.00% | 100.00% |
21.08.2020 | 2.16% | 0.45 | 0.46 | 120'000 | 100'000 | 114'082 | 100'000 | 52'222 | 46'824 | 99.87% | 99.87% |
20.08.2020 | 2.21% | 0.45 | 0.46 | 120'000 | 100'000 | 118'372 | 100'000 | 52'867 | 45'680 | 99.99% | 99.99% |
19.08.2020 | 2.31% | 0.42 | 0.43 | 120'000 | 100'000 | 120'538 | 100'000 | 51'682 | 43'885 | 99.95% | 99.95% |