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 | 6.80% | 0.16 | 0.17 | 600'000 | 200'000 | 637'448 | 212'483 | 90'752 | 32'375 | 99.83% | 99.83% |
28.08.2020 | 6.38% | 0.17 | 0.18 | 600'000 | 200'000 | 600'000 | 200'000 | 91'330 | 32'443 | 99.83% | 99.83% |
27.08.2020 | 7.64% | 0.12 | 0.13 | 750'000 | 250'000 | 723'290 | 241'097 | 91'188 | 32'807 | 99.83% | 99.83% |
26.08.2020 | 6.70% | 0.12 | 0.13 | 750'000 | 250'000 | 645'563 | 215'188 | 93'316 | 33'257 | 99.70% | 99.70% |
25.08.2020 | 6.48% | 0.16 | 0.17 | 600'000 | 200'000 | 614'332 | 204'777 | 91'801 | 32'648 | 96.23% | 96.23% |
24.08.2020 | 5.12% | 0.19 | 0.20 | 600'000 | 200'000 | 600'000 | 200'000 | 114'245 | 40'082 | 99.79% | 99.79% |
21.08.2020 | 3.43% | 0.27 | 0.28 | 450'000 | 150'000 | 450'000 | 150'000 | 129'464 | 44'655 | 99.73% | 99.73% |
20.08.2020 | 3.16% | 0.30 | 0.31 | 450'000 | 150'000 | 450'000 | 150'000 | 140'329 | 48'276 | 99.69% | 99.69% |
19.08.2020 | 3.54% | 0.27 | 0.28 | 450'000 | 150'000 | 450'000 | 150'000 | 125'017 | 43'172 | 99.83% | 99.83% |