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 | 0.64% | 3.18 | 3.20 | 160'000 | 160'000 | 160'000 | 160'000 | 499'138 | 502'338 | 47.36% | 47.36% |
28.08.2020 | 0.68% | 3.00 | 3.02 | 160'000 | 160'000 | 160'000 | 160'000 | 469'407 | 472'607 | 60.63% | 60.63% |
27.08.2020 | 0.70% | 2.68 | 2.70 | 160'000 | 160'000 | 160'000 | 160'000 | 455'826 | 459'027 | 70.09% | 70.09% |
26.08.2020 | 0.80% | 2.67 | 2.69 | 160'000 | 160'000 | 160'000 | 160'000 | 400'318 | 403'518 | 91.51% | 91.51% |
25.08.2020 | 0.79% | 2.52 | 2.54 | 160'000 | 160'000 | 160'000 | 160'000 | 404'121 | 407'320 | 94.37% | 94.37% |
24.08.2020 | 0.74% | 2.56 | 2.58 | 160'000 | 160'000 | 160'000 | 160'000 | 429'000 | 432'200 | 95.73% | 95.73% |
21.08.2020 | 0.74% | 2.65 | 2.67 | 160'000 | 160'000 | 160'000 | 160'000 | 431'835 | 435'035 | 96.19% | 96.19% |
20.08.2020 | 0.72% | 2.81 | 2.83 | 160'000 | 160'000 | 160'000 | 159'999 | 443'356 | 446'554 | 96.65% | 96.65% |
19.08.2020 | 0.66% | 2.85 | 2.87 | 160'000 | 160'000 | 160'000 | 160'000 | 480'386 | 483'586 | 96.82% | 96.82% |