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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31.08.2020 | 1.68% | 0.63 | 0.64 | 250'000 | 250'000 | 249'498 | 249'942 | 148'698 | 151'470 | 93.58% | 93.58% |
28.08.2020 | 1.59% | 0.67 | 0.68 | 250'000 | 250'000 | 249'913 | 249'913 | 156'047 | 158'549 | 99.69% | 99.69% |
27.08.2020 | 2.30% | 0.48 | 0.49 | 250'000 | 250'000 | 249'900 | 249'929 | 108'316 | 110'837 | 99.19% | 99.19% |
26.08.2020 | 2.11% | 0.44 | 0.45 | 246'000 | 250'000 | 249'976 | 249'927 | 117'505 | 119'982 | 99.86% | 99.86% |
25.08.2020 | 2.48% | 0.49 | 0.50 | 250'000 | 250'000 | 249'938 | 249'882 | 100'438 | 102'918 | 99.51% | 99.51% |
24.08.2020 | 2.66% | 0.45 | 0.46 | 250'000 | 250'000 | 249'834 | 249'733 | 93'701 | 96'177 | 99.38% | 99.38% |
21.08.2020 | 1.78% | 0.58 | 0.59 | 250'000 | 250'000 | 249'756 | 249'891 | 140'397 | 142'983 | 99.50% | 99.50% |
20.08.2020 | 1.82% | 0.58 | 0.59 | 250'000 | 250'000 | 249'730 | 249'956 | 136'518 | 139'146 | 99.75% | 99.75% |
19.08.2020 | 1.71% | 0.45 | 0.46 | 250'000 | 250'000 | 249'996 | 249'609 | 147'360 | 149'634 | 99.64% | 99.64% |
18.08.2020 | 1.64% | 0.74 | 0.75 | 250'000 | 250'000 | 249'705 | 249'578 | 152'252 | 154'696 | 99.84% | 99.84% |