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 | 7.23% | 0.14 | 0.15 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 133'520 | 14'352 | 99.43% | 99.43% |
28.08.2020 | 5.54% | 0.20 | 0.21 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 176'537 | 18'654 | 99.38% | 99.38% |
27.08.2020 | 5.17% | 0.18 | 0.19 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 188'977 | 19'898 | 99.34% | 99.34% |
26.08.2020 | 4.92% | 0.19 | 0.20 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 198'323 | 20'832 | 99.45% | 99.45% |
25.08.2020 | 4.61% | 0.23 | 0.24 | 1'000'000 | 100'000 | 999'975 | 100'000 | 212'796 | 22'280 | 99.40% | 99.40% |
24.08.2020 | 3.86% | 0.26 | 0.27 | 900'000 | 100'000 | 941'236 | 100'000 | 238'902 | 26'406 | 99.41% | 99.41% |
21.08.2020 | 2.67% | 0.35 | 0.36 | 750'000 | 100'000 | 749'529 | 185'087 | 277'741 | 69'874 | 99.41% | 99.41% |
20.08.2020 | 2.26% | 0.42 | 0.43 | 750'000 | 250'000 | 706'757 | 235'586 | 308'819 | 105'296 | 99.39% | 99.39% |
19.08.2020 | 2.90% | 0.35 | 0.36 | 750'000 | 250'000 | 750'000 | 250'000 | 254'823 | 87'441 | 98.14% | 98.14% |