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 | - | - |
17.08.2020 | - | - | 0.05 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.08.2020 | - | - | 0.05 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.82% |
13.08.2020 | - | - | 0.05 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
12.08.2020 | - | - | 0.05 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.49% |
11.08.2020 | 166.10% | 0.01 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 1'000 | 10'800 | 49.41% | 99.93% |
10.08.2020 | - | - | 0.05 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
07.08.2020 | 160.25% | 0.01 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 1'204 | 10'800 | 92.78% | 99.62% |
06.08.2020 | 117.81% | 0.02 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 2'861 | 10'800 | 99.82% | 99.82% |
05.08.2020 | 58.80% | 0.05 | 0.07 | 200'000 | 200'000 | 200'000 | 199'992 | 6'705 | 11'726 | 99.08% | 99.08% |