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 | 2.11% | 0.45 | 0.46 | 70'000 | 70'000 | 70'000 | 70'000 | 32'793 | 33'493 | 94.78% | 94.78% |
28.08.2020 | 2.21% | 0.46 | 0.47 | 70'000 | 70'000 | 70'000 | 70'000 | 31'378 | 32'078 | 99.79% | 99.79% |
27.08.2020 | 2.02% | 0.45 | 0.46 | 70'000 | 70'000 | 70'000 | 70'000 | 34'338 | 35'038 | 99.19% | 99.19% |
26.08.2020 | 2.07% | 0.48 | 0.49 | 70'000 | 70'000 | 70'000 | 70'000 | 33'534 | 34'234 | 99.99% | 99.99% |
25.08.2020 | 2.02% | 0.48 | 0.49 | 70'000 | 70'000 | 70'000 | 70'000 | 34'276 | 34'976 | 90.79% | 90.79% |
24.08.2020 | 2.03% | 0.50 | 0.51 | 80'000 | 80'000 | 80'000 | 80'000 | 39'047 | 39'847 | 86.11% | 86.11% |
21.08.2020 | 2.32% | 0.44 | 0.45 | 80'000 | 80'000 | 80'000 | 80'000 | 34'154 | 34'954 | 98.77% | 98.77% |
20.08.2020 | 2.32% | 0.44 | 0.45 | 80'000 | 80'000 | 80'000 | 80'000 | 34'159 | 34'959 | 99.15% | 99.15% |
19.08.2020 | 2.17% | 0.47 | 0.48 | 70'000 | 70'000 | 70'000 | 70'000 | 31'920 | 32'620 | 99.50% | 99.50% |