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 | - | - |
07.08.2020 | - | 0.09 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.11% |
06.08.2020 | - | 0.23 | - | 210'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.60% |
05.08.2020 | 2.32% | 0.27 | 0.42 | 190'000 | 50'000 | 122'575 | 50'000 | 52'111 | 21'797 | 45.65% | 99.74% |
04.08.2020 | 1.32% | 0.62 | 0.63 | 100'000 | 100'000 | 77'132 | 60'691 | 57'706 | 45'824 | 99.55% | 99.55% |
03.08.2020 | 1.10% | 0.77 | 0.78 | 100'000 | 100'000 | 64'918 | 57'161 | 57'978 | 51'779 | 91.49% | 91.49% |
31.07.2020 | 0.97% | 1.16 | 1.17 | 100'000 | 100'000 | 64'339 | 60'140 | 67'043 | 63'530 | 98.21% | 98.21% |
30.07.2020 | 0.91% | 1.17 | 1.18 | 100'000 | 100'000 | 60'563 | 60'320 | 67'922 | 68'285 | 98.46% | 98.46% |
29.07.2020 | 1.03% | 0.95 | 0.96 | 100'000 | 100'000 | 68'459 | 60'676 | 65'975 | 59'068 | 99.81% | 99.81% |
28.07.2020 | 1.12% | 0.90 | 0.91 | 100'000 | 100'000 | 71'164 | 60'551 | 63'459 | 54'936 | 99.34% | 99.34% |