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 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 95.22% |
28.08.2020 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 2.12% | 67.60% |
27.08.2020 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 92.32% | 92.32% |
26.08.2020 | 63.49% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'596 | 6'358 | 94.89% | 94.89% |
25.08.2020 | 65.69% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'182 | 6'109 | 99.98% | 99.98% |
24.08.2020 | 39.19% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 10'471 | 9'283 | 99.97% | 99.97% |
21.08.2020 | 40.00% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 10'107 | 9'064 | 99.98% | 99.98% |
20.08.2020 | 39.49% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 10'225 | 9'135 | 91.32% | 91.32% |
19.08.2020 | 62.72% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 5'739 | 6'443 | 90.59% | 93.01% |