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 | 20.60% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'062 | 27'031 | 99.27% | 99.27% |
28.08.2020 | 17.64% | 0.06 | 0.07 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'949 | 30'975 | 99.41% | 99.41% |
27.08.2020 | 16.59% | 0.06 | 0.07 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'676 | 32'838 | 98.97% | 98.97% |
26.08.2020 | 13.70% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'218 | 39'109 | 99.42% | 99.42% |
25.08.2020 | 18.19% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'986 | 29'993 | 99.44% | 99.44% |
24.08.2020 | 25.67% | 0.06 | 0.07 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'055 | 23'028 | 99.40% | 99.40% |
21.08.2020 | 21.92% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'736 | 25'368 | 99.36% | 99.36% |
20.08.2020 | 21.63% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'475 | 25'738 | 99.39% | 99.39% |
19.08.2020 | 24.38% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'616 | 23'308 | 99.42% | 99.42% |