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 | - | - |
24.08.2020 | - | 0.12 | - | 420'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.77% |
21.08.2020 | 1.71% | 0.49 | 0.50 | 110'000 | 100'000 | 91'077 | 60'859 | 52'839 | 35'457 | 96.91% | 96.91% |
20.08.2020 | 1.44% | 0.66 | 0.67 | 100'000 | 100'000 | 82'234 | 60'664 | 56'719 | 42'274 | 99.65% | 99.65% |
19.08.2020 | 2.03% | 0.47 | 0.48 | 110'000 | 100'000 | 107'187 | 60'080 | 52'196 | 29'558 | 98.31% | 99.78% |
18.08.2020 | 2.07% | 0.55 | 0.56 | 100'000 | 100'000 | 110'806 | 62'228 | 53'202 | 31'480 | 85.99% | 99.45% |
17.08.2020 | 2.17% | 0.45 | 0.46 | 120'000 | 100'000 | 114'580 | 90'974 | 52'136 | 42'629 | 21.63% | 99.70% |
14.08.2020 | 1.83% | 0.47 | 0.48 | 110'000 | 100'000 | 97'178 | 60'615 | 52'561 | 33'164 | 99.45% | 99.45% |
13.08.2020 | 2.26% | 0.42 | 0.43 | 120'000 | 100'000 | 119'398 | 60'625 | 52'280 | 27'194 | 71.05% | 99.67% |
12.08.2020 | 2.25% | 0.44 | 0.45 | 120'000 | 100'000 | 118'417 | 66'968 | 51'981 | 30'323 | 28.80% | 99.63% |