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 | 2.29% | 0.88 | 0.90 | 120'000 | 120'000 | 120'000 | 120'000 | 103'844 | 106'244 | 95.73% | 95.73% |
28.08.2020 | 2.41% | 0.90 | 0.92 | 140'000 | 140'000 | 176'331 | 176'331 | 143'301 | 146'827 | 99.64% | 99.64% |
27.08.2020 | 2.79% | 0.57 | 0.59 | 260'000 | 260'000 | 260'000 | 260'000 | 185'553 | 190'753 | 97.67% | 97.67% |
26.08.2020 | 3.36% | 0.71 | 0.73 | 300'000 | 300'000 | 300'000 | 300'000 | 176'946 | 182'946 | 99.86% | 99.86% |
25.08.2020 | 3.05% | 0.61 | 0.63 | 280'000 | 280'000 | 280'000 | 280'000 | 181'479 | 187'079 | 99.46% | 99.46% |
24.08.2020 | 2.47% | 0.70 | 0.72 | 280'000 | 280'000 | 280'000 | 280'000 | 224'430 | 230'030 | 99.15% | 99.15% |
21.08.2020 | 2.70% | 0.78 | 0.80 | 280'000 | 280'000 | 280'000 | 280'000 | 205'451 | 211'051 | 99.75% | 99.75% |
20.08.2020 | 2.63% | 0.80 | 0.82 | 250'000 | 250'000 | 250'000 | 250'000 | 187'967 | 192'967 | 99.09% | 99.09% |
19.08.2020 | 1.78% | 0.90 | 0.92 | 230'000 | 230'000 | 230'000 | 230'000 | 257'289 | 261'889 | 99.88% | 99.88% |