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 | 0.22% | 4.91 | 4.92 | 100'000 | 75'000 | 100'000 | 73'938 | 446'252 | 330'574 | 97.48% | 97.48% |
28.08.2020 | 0.22% | 4.45 | 4.46 | 100'000 | 50'000 | 100'000 | 50'000 | 445'289 | 223'145 | 98.33% | 98.33% |
27.08.2020 | 0.24% | 4.36 | 4.37 | 100'000 | 75'000 | 100'000 | 75'000 | 414'370 | 311'528 | 96.35% | 96.35% |
26.08.2020 | 0.26% | 3.96 | 3.97 | 100'000 | 75'000 | 100'000 | 75'000 | 383'323 | 288'242 | 99.22% | 99.22% |
25.08.2020 | 0.28% | 3.63 | 3.64 | 100'000 | 75'000 | 100'000 | 75'000 | 362'560 | 272'670 | 99.00% | 99.00% |
24.08.2020 | 0.25% | 3.67 | 3.68 | 100'000 | 75'000 | 100'000 | 75'000 | 393'396 | 295'797 | 97.21% | 97.21% |
21.08.2020 | 0.26% | 3.86 | 3.87 | 100'000 | 100'000 | 100'000 | 100'000 | 378'438 | 379'438 | 98.73% | 98.73% |
20.08.2020 | 0.30% | 3.56 | 3.57 | 100'000 | 100'000 | 100'000 | 100'000 | 327'711 | 328'711 | 99.38% | 99.38% |
19.08.2020 | 0.30% | 3.28 | 3.29 | 100'000 | 100'000 | 100'000 | 100'000 | 330'033 | 331'033 | 99.23% | 99.23% |