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 | 0.16% | 6.08 | 6.09 | 510'000 | 510'000 | 510'000 | 510'000 | 3'167'950 | 3'173'050 | 95.58% | 95.58% |
28.08.2020 | 0.16% | 6.13 | 6.14 | 510'000 | 510'000 | 510'000 | 510'000 | 3'140'530 | 3'145'630 | 99.27% | 99.27% |
27.08.2020 | 0.16% | 6.29 | 6.30 | 510'000 | 510'000 | 510'000 | 510'000 | 3'245'860 | 3'250'960 | 97.59% | 97.59% |
26.08.2020 | 0.16% | 6.37 | 6.38 | 510'000 | 510'000 | 510'000 | 510'000 | 3'212'750 | 3'217'850 | 99.76% | 99.76% |
25.08.2020 | 0.16% | 6.26 | 6.27 | 510'000 | 510'000 | 510'000 | 510'000 | 3'243'080 | 3'248'180 | 99.37% | 99.37% |
24.08.2020 | 0.16% | 6.15 | 6.16 | 520'000 | 520'000 | 520'000 | 520'000 | 3'193'070 | 3'198'270 | 95.52% | 95.52% |
21.08.2020 | 0.18% | 5.52 | 5.53 | 520'000 | 520'000 | 520'000 | 520'000 | 2'923'810 | 2'929'010 | 97.19% | 97.19% |
20.08.2020 | 0.18% | 5.65 | 5.66 | 510'000 | 510'000 | 510'000 | 510'000 | 2'908'100 | 2'913'200 | 99.41% | 99.41% |
19.08.2020 | 0.17% | 6.00 | 6.01 | 520'000 | 520'000 | 520'000 | 520'000 | 3'073'360 | 3'078'560 | 99.35% | 99.35% |