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 | 18.45% | 0.09 | 0.11 | 500'000 | 100'000 | 488'786 | 100'000 | 48'261 | 11'907 | 100.00% | 100.00% |
28.08.2020 | 17.15% | 0.10 | 0.12 | 500'000 | 100'000 | 341'519 | 100'000 | 36'246 | 12'700 | 81.53% | 82.08% |
27.08.2020 | 15.89% | 0.12 | 0.14 | 300'000 | 100'000 | 300'000 | 100'000 | 34'819 | 13'606 | 99.99% | 99.99% |
26.08.2020 | 16.46% | 0.12 | 0.14 | 300'000 | 100'000 | 300'000 | 100'000 | 33'568 | 13'189 | 100.00% | 100.00% |
25.08.2020 | 17.83% | 0.10 | 0.12 | 300'000 | 100'000 | 300'000 | 100'000 | 30'693 | 12'231 | 84.49% | 84.49% |
24.08.2020 | 18.39% | 0.10 | 0.12 | 300'000 | 100'000 | 300'000 | 100'000 | 27'856 | 11'173 | 84.57% | 84.57% |
21.08.2020 | 16.51% | 0.07 | 0.08 | 300'000 | 100'000 | 300'000 | 100'000 | 16'830 | 6'610 | 99.64% | 99.64% |
20.08.2020 | 16.72% | 0.06 | 0.07 | 300'000 | 100'000 | 300'000 | 100'000 | 16'566 | 6'522 | 100.00% | 100.00% |
19.08.2020 | 15.00% | 0.06 | 0.07 | 300'000 | 100'000 | 300'000 | 100'000 | 18'568 | 7'189 | 100.00% | 100.00% |