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 | 9.08% | 0.05 | 0.06 | 1'000'000 | 500'000 | 959'973 | 485'387 | 50'483 | 27'964 | 100.00% | 100.00% |
28.08.2020 | 7.92% | 0.06 | 0.07 | 850'000 | 425'000 | 837'759 | 423'704 | 50'774 | 27'804 | 100.00% | 100.00% |
27.08.2020 | 8.92% | 0.07 | 0.07 | 775'000 | 400'000 | 937'591 | 466'205 | 50'269 | 27'409 | 100.00% | 100.00% |
26.08.2020 | 8.90% | 0.05 | 0.06 | 1'000'000 | 500'000 | 942'934 | 480'718 | 50'642 | 28'231 | 100.00% | 100.00% |
25.08.2020 | 7.52% | 0.05 | 0.06 | 925'000 | 475'000 | 791'783 | 405'213 | 50'650 | 27'962 | 100.00% | 100.00% |
24.08.2020 | 10.79% | 0.06 | 0.06 | 1'000'000 | 250'000 | 1'000'000 | 265'505 | 44'100 | 13'128 | 100.00% | 100.00% |
21.08.2020 | 11.71% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 249'914 | 40'270 | 11'314 | 100.00% | 100.00% |
20.08.2020 | 10.54% | 0.04 | 0.05 | 1'000'000 | 250'000 | 999'937 | 291'749 | 45'108 | 14'787 | 100.00% | 100.00% |
19.08.2020 | 10.51% | 0.05 | 0.06 | 925'000 | 475'000 | 992'128 | 299'355 | 44'949 | 15'374 | 100.00% | 100.00% |