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 | - | - |
21.08.2020 | 24.04% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 38'843 | 48'843 | 98.32% | 98.32% |
20.08.2020 | 12.11% | 0.06 | 0.07 | 740'000 | 740'000 | 739'999 | 740'000 | 60'192 | 67'592 | 99.65% | 99.65% |
19.08.2020 | 4.53% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 217'635 | 227'635 | 99.38% | 99.38% |
18.08.2020 | 3.72% | 0.20 | 0.21 | 910'000 | 910'000 | 910'000 | 910'000 | 257'500 | 266'600 | 98.14% | 98.14% |
17.08.2020 | 3.29% | 0.27 | 0.28 | 990'000 | 990'000 | 990'000 | 990'000 | 297'396 | 307'296 | 99.67% | 99.67% |
14.08.2020 | 3.34% | 0.31 | 0.32 | 810'000 | 810'000 | 810'000 | 810'000 | 239'928 | 248'028 | 98.23% | 98.23% |
13.08.2020 | 1.95% | 0.49 | 0.50 | 770'000 | 770'000 | 770'000 | 770'000 | 392'184 | 399'884 | 98.96% | 98.96% |
12.08.2020 | 2.16% | 0.60 | 0.61 | 920'000 | 920'000 | 920'000 | 920'000 | 425'973 | 435'173 | 99.58% | 99.58% |
11.08.2020 | 1.97% | 0.46 | 0.47 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 508'670 | 518'670 | 98.73% | 98.73% |