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 | 6.84% | 0.10 | 0.11 | 500'000 | 500'000 | 529'929 | 399'473 | 51'553 | 42'820 | 100.00% | 100.00% |
28.08.2020 | 8.20% | 0.14 | 0.15 | 400'000 | 400'000 | 446'334 | 445'802 | 52'228 | 56'634 | 100.00% | 100.00% |
27.08.2020 | 5.64% | 0.09 | 0.10 | 600'000 | 300'000 | 595'341 | 329'733 | 51'320 | 30'274 | 100.00% | 100.00% |
26.08.2020 | 5.71% | 0.09 | 0.09 | 600'000 | 300'000 | 574'152 | 381'983 | 51'653 | 36'907 | 100.00% | 100.00% |
25.08.2020 | 6.26% | 0.10 | 0.11 | 500'000 | 500'000 | 590'754 | 337'719 | 50'862 | 31'614 | 100.00% | 100.00% |
24.08.2020 | 6.19% | 0.10 | 0.11 | 500'000 | 500'000 | 538'384 | 506'785 | 52'152 | 52'422 | 99.76% | 99.76% |
21.08.2020 | 6.92% | 0.14 | 0.15 | 375'000 | 375'000 | 372'866 | 372'845 | 52'074 | 55'799 | 100.00% | 100.00% |
20.08.2020 | 6.65% | 0.15 | 0.16 | 350'000 | 350'000 | 360'794 | 360'794 | 52'473 | 56'081 | 100.00% | 100.00% |
19.08.2020 | 7.25% | 0.11 | 0.12 | 425'000 | 425'000 | 386'594 | 386'594 | 51'527 | 55'393 | 100.00% | 100.00% |