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 | 5.44% | 0.35 | 0.37 | 150'000 | 100'000 | 142'872 | 100'000 | 51'052 | 37'748 | 99.99% | 99.99% |
28.08.2020 | 5.74% | 0.34 | 0.36 | 150'000 | 100'000 | 152'932 | 100'000 | 51'747 | 35'853 | 99.97% | 99.97% |
27.08.2020 | 5.34% | 0.36 | 0.38 | 140'000 | 100'000 | 140'005 | 100'000 | 51'047 | 38'461 | 99.84% | 99.84% |
26.08.2020 | 5.48% | 0.36 | 0.38 | 140'000 | 100'000 | 144'775 | 100'000 | 51'403 | 37'523 | 100.00% | 100.00% |
25.08.2020 | 5.49% | 0.35 | 0.37 | 150'000 | 100'000 | 145'553 | 100'000 | 51'578 | 37'453 | 100.00% | 100.00% |
24.08.2020 | 5.48% | 0.35 | 0.37 | 150'000 | 100'000 | 144'625 | 100'000 | 51'335 | 37'514 | 99.99% | 99.99% |
21.08.2020 | 5.87% | 0.32 | 0.34 | 160'000 | 100'000 | 155'707 | 100'000 | 51'469 | 35'082 | 99.98% | 99.98% |
20.08.2020 | 6.01% | 0.32 | 0.34 | 160'000 | 100'000 | 160'000 | 100'000 | 51'639 | 34'274 | 99.94% | 99.94% |
19.08.2020 | 5.65% | 0.34 | 0.36 | 150'000 | 100'000 | 150'937 | 100'000 | 51'969 | 36'440 | 98.95% | 98.95% |