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 | 23.54% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 37'809 | 47'809 | 95.86% | 95.86% |
28.08.2020 | 18.53% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 49'355 | 59'355 | 99.78% | 99.78% |
27.08.2020 | 21.54% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 41'673 | 51'673 | 98.71% | 98.71% |
26.08.2020 | 20.95% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'884 | 52'884 | 99.85% | 99.85% |
25.08.2020 | 21.24% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'247 | 52'247 | 99.58% | 99.58% |
24.08.2020 | 15.91% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'160 | 68'160 | 95.71% | 95.71% |
21.08.2020 | 9.44% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 102'981 | 112'981 | 97.90% | 97.90% |
20.08.2020 | 8.73% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 110'115 | 120'115 | 99.80% | 99.80% |
19.08.2020 | 10.68% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 88'815 | 98'815 | 99.49% | 99.49% |