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 | 12.52% | 0.05 | 0.05 | 1'000'000 | 250'000 | 940'890 | 250'407 | 37'945 | 11'443 | 92.96% | 92.96% |
28.08.2020 | 8.52% | 0.06 | 0.07 | 850'000 | 425'000 | 904'810 | 459'019 | 50'851 | 28'093 | 100.00% | 100.00% |
27.08.2020 | 8.38% | 0.05 | 0.06 | 1'000'000 | 500'000 | 887'369 | 446'549 | 50'755 | 27'767 | 100.00% | 100.00% |
26.08.2020 | 7.59% | 0.06 | 0.07 | 850'000 | 425'000 | 797'371 | 407'422 | 50'547 | 27'875 | 100.00% | 100.00% |
25.08.2020 | 6.57% | 0.08 | 0.08 | 675'000 | 350'000 | 688'812 | 356'906 | 50'748 | 28'083 | 100.00% | 100.00% |
24.08.2020 | 6.04% | 0.09 | 0.09 | 625'000 | 325'000 | 629'419 | 322'928 | 50'722 | 27'623 | 100.00% | 100.00% |
21.08.2020 | 8.46% | 0.11 | 0.12 | 475'000 | 475'000 | 458'402 | 458'402 | 51'869 | 56'453 | 100.00% | 100.00% |
20.08.2020 | 7.17% | 0.13 | 0.14 | 400'000 | 400'000 | 387'981 | 387'981 | 52'212 | 56'091 | 99.99% | 99.99% |
19.08.2020 | 9.45% | 0.11 | 0.12 | 500'000 | 500'000 | 498'005 | 498'005 | 50'210 | 55'190 | 100.00% | 100.00% |