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 | 2.25% | 0.42 | 0.43 | 125'000 | 125'000 | 125'000 | 125'000 | 54'982 | 56'232 | 100.00% | 100.00% |
28.08.2020 | 2.45% | 0.40 | 0.41 | 125'000 | 125'000 | 131'250 | 131'250 | 52'810 | 54'122 | 100.00% | 100.00% |
27.08.2020 | 2.18% | 0.44 | 0.45 | 125'000 | 125'000 | 125'000 | 125'000 | 56'735 | 57'985 | 100.00% | 100.00% |
26.08.2020 | 2.25% | 0.45 | 0.46 | 125'000 | 125'000 | 125'000 | 125'000 | 54'940 | 56'190 | 100.00% | 100.00% |
25.08.2020 | 2.25% | 0.44 | 0.45 | 125'000 | 125'000 | 125'000 | 125'000 | 55'031 | 56'281 | 100.00% | 100.00% |
24.08.2020 | 2.25% | 0.43 | 0.44 | 125'000 | 125'000 | 125'012 | 125'012 | 54'961 | 56'211 | 100.00% | 100.00% |
21.08.2020 | 2.50% | 0.38 | 0.39 | 150'000 | 150'000 | 136'202 | 136'202 | 53'806 | 55'168 | 99.98% | 99.98% |
20.08.2020 | 2.60% | 0.38 | 0.39 | 150'000 | 150'000 | 149'990 | 149'990 | 56'992 | 58'492 | 100.00% | 100.00% |
19.08.2020 | 2.37% | 0.41 | 0.42 | 125'000 | 125'000 | 125'000 | 125'000 | 52'225 | 53'475 | 98.96% | 98.96% |