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 | 1.82% | 0.51 | 0.52 | 300'000 | 100'000 | 295'597 | 98'532 | 161'103 | 54'686 | 100.00% | 100.00% |
28.08.2020 | 1.86% | 0.57 | 0.58 | 300'000 | 100'000 | 300'000 | 100'000 | 160'098 | 54'366 | 100.00% | 100.00% |
27.08.2020 | 1.56% | 0.62 | 0.63 | 300'000 | 100'000 | 291'428 | 97'143 | 184'871 | 62'595 | 99.98% | 99.98% |
26.08.2020 | 1.51% | 0.68 | 0.69 | 225'000 | 75'000 | 276'617 | 92'206 | 180'957 | 61'241 | 100.00% | 100.00% |
25.08.2020 | 1.55% | 0.64 | 0.65 | 300'000 | 100'000 | 300'000 | 100'000 | 192'174 | 65'058 | 99.98% | 99.98% |
24.08.2020 | 1.32% | 0.73 | 0.74 | 300'000 | 100'000 | 257'533 | 85'844 | 193'670 | 65'415 | 99.99% | 99.99% |
21.08.2020 | 1.91% | 0.52 | 0.53 | 300'000 | 100'000 | 300'000 | 100'000 | 155'760 | 52'920 | 100.00% | 100.00% |
20.08.2020 | 1.69% | 0.57 | 0.58 | 300'000 | 100'000 | 300'000 | 100'000 | 175'924 | 59'642 | 100.00% | 100.00% |
19.08.2020 | 1.70% | 0.62 | 0.63 | 300'000 | 100'000 | 300'000 | 100'000 | 174'850 | 59'283 | 100.00% | 100.00% |