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 | 24.93% | 0.04 | 0.05 | 250'000 | 100'000 | 250'000 | 103'015 | 8'797 | 4'644 | 100.00% | 100.00% |
28.08.2020 | 21.24% | 0.04 | 0.05 | 250'000 | 100'000 | 250'000 | 98'883 | 10'521 | 5'149 | 100.00% | 100.00% |
27.08.2020 | 19.83% | 0.04 | 0.05 | 250'000 | 75'000 | 249'989 | 76'711 | 11'364 | 4'250 | 100.00% | 100.00% |
26.08.2020 | 19.41% | 0.05 | 0.06 | 250'000 | 75'000 | 250'000 | 77'910 | 11'635 | 4'401 | 100.00% | 100.00% |
25.08.2020 | 18.98% | 0.05 | 0.06 | 250'000 | 75'000 | 250'000 | 77'383 | 11'946 | 4'465 | 99.98% | 99.98% |
24.08.2020 | 17.26% | 0.06 | 0.07 | 250'000 | 75'000 | 250'000 | 75'000 | 13'245 | 4'723 | 100.00% | 100.00% |
21.08.2020 | 15.60% | 0.06 | 0.07 | 250'000 | 75'000 | 250'000 | 75'000 | 14'863 | 5'209 | 100.00% | 100.00% |
20.08.2020 | 16.45% | 0.06 | 0.07 | 250'000 | 75'000 | 249'970 | 78'397 | 14'196 | 5'183 | 100.00% | 100.00% |
19.08.2020 | 9.66% | 0.10 | 0.11 | 250'000 | 50'000 | 249'944 | 50'000 | 24'675 | 5'436 | 100.00% | 100.00% |