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 | 0.68% | 1.42 | 1.43 | 600'000 | 200'000 | 600'000 | 200'000 | 879'523 | 295'174 | 99.98% | 99.98% |
28.08.2020 | 0.72% | 1.39 | 1.40 | 600'000 | 200'000 | 600'000 | 200'000 | 834'900 | 280'300 | 99.95% | 99.95% |
27.08.2020 | 0.67% | 1.46 | 1.47 | 600'000 | 200'000 | 600'000 | 200'000 | 895'642 | 300'547 | 99.91% | 99.91% |
26.08.2020 | 0.69% | 1.46 | 1.47 | 600'000 | 200'000 | 600'000 | 200'000 | 865'890 | 290'630 | 100.00% | 100.00% |
25.08.2020 | 0.69% | 1.43 | 1.44 | 600'000 | 200'000 | 600'000 | 200'000 | 865'774 | 290'591 | 99.97% | 99.97% |
24.08.2020 | 0.69% | 1.42 | 1.43 | 600'000 | 200'000 | 600'000 | 200'000 | 863'130 | 289'710 | 99.98% | 99.98% |
21.08.2020 | 0.74% | 1.31 | 1.32 | 600'000 | 200'000 | 600'000 | 200'000 | 809'762 | 271'920 | 99.95% | 99.95% |
20.08.2020 | 0.75% | 1.32 | 1.33 | 600'000 | 200'000 | 600'000 | 200'000 | 792'300 | 266'100 | 99.98% | 99.98% |
19.08.2020 | 0.71% | 1.39 | 1.40 | 600'000 | 200'000 | 600'000 | 200'000 | 837'719 | 281'240 | 98.95% | 98.95% |