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 | 2.61% | 0.37 | 0.38 | 600'000 | 250'000 | 600'000 | 250'000 | 227'132 | 97'138 | 99.98% | 99.98% |
28.08.2020 | 2.78% | 0.34 | 0.35 | 600'000 | 250'000 | 618'171 | 250'000 | 219'536 | 91'528 | 99.95% | 99.95% |
27.08.2020 | 2.43% | 0.38 | 0.39 | 600'000 | 250'000 | 600'000 | 250'000 | 244'523 | 104'384 | 99.94% | 99.94% |
26.08.2020 | 2.64% | 0.40 | 0.41 | 600'000 | 250'000 | 640'794 | 250'000 | 239'430 | 96'471 | 99.99% | 99.99% |
25.08.2020 | 2.47% | 0.37 | 0.38 | 600'000 | 250'000 | 600'106 | 250'000 | 239'999 | 102'483 | 99.92% | 99.92% |
24.08.2020 | 2.51% | 0.40 | 0.41 | 600'000 | 250'000 | 617'882 | 250'000 | 243'411 | 101'196 | 99.98% | 99.98% |
21.08.2020 | 2.80% | 0.34 | 0.35 | 750'000 | 250'000 | 750'000 | 250'000 | 264'536 | 90'679 | 99.96% | 99.96% |
20.08.2020 | 2.77% | 0.34 | 0.35 | 750'000 | 250'000 | 750'000 | 250'000 | 267'546 | 91'682 | 99.99% | 99.99% |
19.08.2020 | 2.81% | 0.36 | 0.37 | 750'000 | 250'000 | 750'000 | 250'000 | 263'156 | 90'219 | 99.99% | 99.99% |