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 | - | - |
25.08.2020 | 16.93% | 0.22 | 0.23 | 40'000 | 40'000 | 24'516 | 24'516 | 5'262 | 6'116 | 94.77% | 94.77% |
24.08.2020 | 15.28% | 0.19 | 0.20 | 40'000 | 40'000 | 24'361 | 24'361 | 5'813 | 6'728 | 98.14% | 98.14% |
21.08.2020 | 15.34% | 0.25 | 0.27 | 40'000 | 40'000 | 24'365 | 24'365 | 6'365 | 7'321 | 97.92% | 97.92% |
20.08.2020 | 13.17% | 0.26 | 0.28 | 40'000 | 40'000 | 24'453 | 24'453 | 7'224 | 8'179 | 96.24% | 96.24% |
19.08.2020 | 11.10% | 0.34 | 0.36 | 40'000 | 40'000 | 24'609 | 24'609 | 8'830 | 9'784 | 93.07% | 93.07% |
18.08.2020 | 6.64% | 0.47 | 0.49 | 40'000 | 40'000 | 24'302 | 24'302 | 14'996 | 15'953 | 99.48% | 99.48% |
17.08.2020 | 6.61% | 0.63 | 0.65 | 40'000 | 40'000 | 24'341 | 24'341 | 15'404 | 16'360 | 98.79% | 98.79% |
14.08.2020 | 6.65% | 0.61 | 0.63 | 40'000 | 40'000 | 24'329 | 24'329 | 15'198 | 16'155 | 99.10% | 99.10% |
13.08.2020 | 6.50% | 0.69 | 0.71 | 40'000 | 40'000 | 24'303 | 24'303 | 15'799 | 16'756 | 99.50% | 99.50% |