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 | - | - |
10.07.2020 | 2.24% | 0.42 | 0.43 | 120'000 | 100'000 | 118'459 | 60'321 | 52'222 | 27'435 | 98.79% | 98.79% |
09.07.2020 | 2.20% | 0.60 | 0.61 | 100'000 | 100'000 | 116'767 | 59'975 | 52'506 | 27'956 | 98.03% | 98.03% |
08.07.2020 | 1.44% | 0.65 | 0.66 | 100'000 | 100'000 | 80'989 | 60'706 | 55'689 | 41'843 | 99.47% | 99.47% |
07.07.2020 | 1.45% | 0.49 | 0.50 | 110'000 | 100'000 | 78'712 | 60'668 | 53'764 | 41'332 | 99.63% | 99.63% |
06.07.2020 | 1.18% | 0.66 | 0.67 | 100'000 | 100'000 | 68'275 | 60'319 | 57'026 | 50'733 | 99.64% | 99.64% |
03.07.2020 | 0.90% | 1.16 | 1.17 | 50'000 | 50'000 | 50'000 | 50'000 | 55'587 | 56'087 | 99.96% | 99.96% |
02.07.2020 | 0.87% | 1.13 | 1.14 | 100'000 | 100'000 | 60'627 | 60'627 | 68'335 | 68'942 | 99.28% | 99.28% |
01.07.2020 | 0.65% | 1.35 | 1.36 | 100'000 | 100'000 | 60'490 | 60'490 | 91'563 | 92'168 | 99.20% | 99.20% |
30.06.2020 | 0.54% | 1.67 | 1.68 | 100'000 | 100'000 | 60'621 | 60'621 | 110'694 | 111'300 | 99.59% | 99.59% |