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 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.66% |
20.08.2020 | 103.81% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'602 | 20'122 | 98.92% | 99.85% |
19.08.2020 | 24.43% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'447 | 46'447 | 99.47% | 99.47% |
18.08.2020 | 10.99% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 96'533 | 106'533 | 98.91% | 98.91% |
17.08.2020 | 8.23% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 117'763 | 127'763 | 99.87% | 99.87% |
14.08.2020 | 7.88% | 0.14 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 123'567 | 133'567 | 98.46% | 98.46% |
13.08.2020 | 3.89% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 255'001 | 265'001 | 98.00% | 98.00% |
12.08.2020 | 4.21% | 0.32 | 0.33 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 236'889 | 246'889 | 99.39% | 99.39% |
11.08.2020 | 3.66% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 273'584 | 283'584 | 98.47% | 98.47% |