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 | - | - |
24.08.2020 | 50.87% | 0.09 | 0.16 | 500'000 | 500'000 | 186'966 | 186'966 | 28'803 | 41'870 | 99.44% | 99.44% |
21.08.2020 | 1.76% | 0.47 | 0.48 | 500'000 | 500'000 | 186'908 | 186'873 | 100'281 | 102'126 | 99.50% | 99.50% |
20.08.2020 | 1.48% | 0.64 | 0.65 | 500'000 | 500'000 | 187'054 | 187'051 | 123'328 | 125'197 | 99.78% | 99.78% |
19.08.2020 | 2.08% | 0.46 | 0.47 | 500'000 | 500'000 | 187'277 | 187'277 | 86'214 | 88'086 | 99.60% | 99.60% |
18.08.2020 | 2.16% | 0.54 | 0.55 | 500'000 | 500'000 | 186'813 | 186'797 | 92'448 | 94'309 | 99.81% | 99.81% |
17.08.2020 | 2.30% | 0.47 | 0.48 | 500'000 | 500'000 | 187'214 | 187'213 | 83'960 | 85'832 | 99.74% | 99.74% |
14.08.2020 | 1.79% | 0.49 | 0.50 | 500'000 | 500'000 | 187'304 | 187'243 | 100'739 | 102'582 | 99.49% | 99.49% |
13.08.2020 | 2.18% | 0.44 | 0.45 | 500'000 | 500'000 | 187'260 | 187'244 | 84'600 | 86'466 | 99.86% | 99.86% |
12.08.2020 | 2.23% | 0.47 | 0.48 | 500'000 | 500'000 | 186'864 | 186'864 | 84'165 | 86'033 | 99.77% | 99.77% |