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 | - | - |
26.08.2020 | 6.30% | 0.14 | 0.16 | 125'000 | 125'000 | 125'000 | 125'000 | 19'275 | 20'525 | 99.93% | 99.93% |
25.08.2020 | 4.21% | 0.23 | 0.24 | 125'000 | 125'000 | 125'000 | 125'000 | 29'121 | 30'371 | 99.82% | 99.82% |
24.08.2020 | 3.65% | 0.31 | 0.32 | 125'000 | 125'000 | 125'000 | 125'000 | 33'715 | 34'965 | 98.23% | 98.23% |
21.08.2020 | 3.52% | 0.30 | 0.31 | 125'000 | 125'000 | 125'000 | 124'999 | 35'070 | 36'320 | 99.95% | 99.95% |
20.08.2020 | 3.90% | 0.29 | 0.30 | 125'000 | 125'000 | 125'000 | 125'000 | 31'610 | 32'860 | 99.85% | 99.85% |
19.08.2020 | 5.14% | 0.18 | 0.19 | 125'000 | 125'000 | 125'000 | 125'000 | 23'839 | 25'089 | 99.98% | 99.98% |
18.08.2020 | 4.55% | 0.20 | 0.21 | 125'000 | 125'000 | 125'000 | 125'000 | 26'979 | 28'229 | 99.82% | 99.82% |
17.08.2020 | 3.77% | 0.23 | 0.24 | 125'000 | 125'000 | 125'000 | 125'000 | 32'648 | 33'898 | 100.00% | 100.00% |
14.08.2020 | 2.63% | 0.36 | 0.37 | 125'000 | 125'000 | 125'000 | 125'000 | 46'893 | 48'143 | 99.60% | 99.60% |