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 | 1.15% | 0.86 | 0.87 | 140'000 | 140'000 | 140'000 | 140'000 | 121'565 | 122'965 | 95.99% | 95.99% |
28.08.2020 | 1.14% | 0.88 | 0.89 | 140'000 | 140'000 | 140'000 | 140'000 | 122'232 | 123'632 | 99.95% | 99.95% |
27.08.2020 | 1.08% | 0.91 | 0.92 | 130'000 | 130'000 | 130'000 | 130'000 | 120'254 | 121'554 | 99.04% | 99.04% |
26.08.2020 | 1.07% | 0.94 | 0.95 | 130'000 | 130'000 | 130'000 | 130'000 | 120'722 | 122'022 | 100.00% | 100.00% |
25.08.2020 | 1.05% | 0.93 | 0.94 | 130'000 | 130'000 | 130'000 | 130'000 | 123'432 | 124'732 | 99.85% | 99.85% |
24.08.2020 | 1.03% | 0.95 | 0.96 | 130'000 | 130'000 | 130'000 | 130'000 | 126'101 | 127'401 | 99.62% | 99.62% |
21.08.2020 | 1.09% | 0.91 | 0.92 | 130'000 | 130'000 | 130'000 | 130'000 | 119'006 | 120'306 | 99.94% | 99.94% |
20.08.2020 | 1.06% | 0.93 | 0.94 | 130'000 | 130'000 | 130'000 | 130'000 | 122'374 | 123'674 | 99.98% | 99.98% |
19.08.2020 | 0.99% | 1.02 | 1.03 | 130'000 | 130'000 | 130'000 | 130'000 | 130'404 | 131'704 | 99.98% | 99.98% |