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 | 1.00% | 99.80 | 100.80 | 500'000 | 500'000 | 151'792 | 151'792 | 151'488 | 153'006 | 93.92% | 93.92% |
28.08.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 500'000 | 148'361 | 148'361 | 148'064 | 149'548 | 100.00% | 100.00% |
27.08.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 500'000 | 150'042 | 150'042 | 149'742 | 151'242 | 98.29% | 98.29% |
26.08.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 500'000 | 148'876 | 148'876 | 148'578 | 150'067 | 99.37% | 99.37% |
25.08.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 500'000 | 148'306 | 148'306 | 148'010 | 149'493 | 100.00% | 100.00% |
24.08.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 500'000 | 148'587 | 148'587 | 148'290 | 149'775 | 99.69% | 99.69% |
21.08.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 500'000 | 148'302 | 148'302 | 148'005 | 149'488 | 100.00% | 100.00% |
20.08.2020 | 1.00% | 99.80 | 100.80 | 500'000 | 500'000 | 148'343 | 148'343 | 148'010 | 149'494 | 100.00% | 100.00% |
19.08.2020 | 1.00% | 99.70 | 100.70 | 500'000 | 500'000 | 148'280 | 148'280 | 147'835 | 149'318 | 100.00% | 100.00% |
18.08.2020 | 1.00% | 99.70 | 100.70 | 500'000 | 500'000 | 148'295 | 148'295 | 147'850 | 149'333 | 100.00% | 100.00% |