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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31.08.2020 | 8.47% | 0.24 | 0.25 | 200'000 | 200'000 | 74'679 | 74'679 | 16'164 | 17'225 | 98.90% | 98.90% |
28.08.2020 | 6.63% | 0.25 | 0.26 | 200'000 | 200'000 | 75'264 | 75'264 | 19'219 | 20'283 | 96.65% | 96.65% |
27.08.2020 | 6.09% | 0.28 | 0.29 | 200'000 | 200'000 | 74'511 | 74'511 | 21'049 | 22'108 | 96.08% | 96.08% |
26.08.2020 | 5.39% | 0.31 | 0.32 | 100'000 | 100'000 | 38'081 | 38'081 | 11'991 | 12'526 | 94.68% | 94.68% |
25.08.2020 | 5.10% | 0.34 | 0.35 | 10'000 | 10'000 | 3'809 | 3'809 | 1'295 | 1'349 | 94.31% | 94.31% |
24.08.2020 | 4.72% | 0.38 | 0.39 | 100'000 | 100'000 | 37'812 | 37'812 | 13'884 | 14'417 | 95.91% | 95.91% |
21.08.2020 | 4.36% | 0.41 | 0.42 | 100'000 | 100'000 | 38'075 | 38'075 | 15'157 | 15'692 | 94.19% | 94.19% |
20.08.2020 | 3.61% | 0.44 | 0.45 | 100'000 | 100'000 | 37'669 | 37'669 | 17'490 | 18'023 | 96.68% | 96.68% |
19.08.2020 | 3.46% | 0.51 | 0.52 | 100'000 | 100'000 | 37'683 | 37'683 | 19'031 | 19'564 | 96.69% | 96.69% |
18.08.2020 | 3.40% | 0.56 | 0.57 | 100'000 | 100'000 | 37'521 | 37'521 | 20'078 | 20'609 | 96.40% | 96.40% |