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 | - | - |
20.07.2020 | 1.95% | 0.47 | 0.48 | 40'000 | 40'000 | 40'000 | 40'000 | 20'355 | 20'755 | 100.00% | 100.00% |
16.07.2020 | 1.69% | 0.59 | 0.60 | 40'000 | 40'000 | 40'000 | 40'000 | 23'425 | 23'825 | 99.78% | 99.78% |
15.07.2020 | 1.76% | 0.58 | 0.59 | 40'000 | 40'000 | 40'000 | 40'000 | 22'571 | 22'971 | 100.00% | 100.00% |
14.07.2020 | 1.54% | 0.56 | 0.57 | 40'000 | 40'000 | 40'000 | 40'000 | 25'857 | 26'257 | 100.00% | 100.00% |
13.07.2020 | 1.74% | 0.59 | 0.60 | 40'000 | 40'000 | 40'000 | 40'000 | 22'779 | 23'179 | 100.00% | 100.00% |
10.07.2020 | 1.65% | 0.65 | 0.66 | 40'000 | 40'000 | 40'000 | 40'000 | 24'082 | 24'482 | 100.00% | 100.00% |
09.07.2020 | 1.82% | 0.63 | 0.64 | 40'000 | 40'000 | 40'000 | 40'000 | 21'880 | 22'280 | 100.00% | 100.00% |
08.07.2020 | 1.61% | 0.54 | 0.55 | 40'000 | 40'000 | 40'000 | 40'000 | 24'854 | 25'254 | 99.98% | 99.98% |
07.07.2020 | 1.19% | 0.72 | 0.73 | 40'000 | 40'000 | 40'000 | 40'000 | 33'658 | 34'058 | 100.00% | 100.00% |