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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
28.08.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 99.85% | 99.85% |
27.08.2020 | 124.74% | 0.00 | 0.02 | 1'000'000 | 250'000 | 975'205 | 250'000 | 5'659 | 4'200 | 81.35% | 81.35% |
26.08.2020 | 28.57% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 | 5'000 | 100.00% | 100.00% |
25.08.2020 | 28.44% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'104 | 5'026 | 100.00% | 100.00% |
24.08.2020 | 28.15% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'329 | 5'082 | 100.00% | 100.00% |
21.08.2020 | 39.93% | 0.02 | 0.02 | 1'000'000 | 250'000 | 984'563 | 250'000 | 13'802 | 4'920 | 89.51% | 89.51% |
20.08.2020 | 28.57% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 | 5'000 | 100.00% | 100.00% |
19.08.2020 | 24.37% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'311 | 5'828 | 99.52% | 99.52% |