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 | - | - |
18.08.2020 | 2.78% | 0.29 | 0.33 | 180'000 | 100'000 | 146'215 | 55'707 | 51'807 | 20'397 | 74.05% | 99.19% |
17.08.2020 | 1.89% | 0.45 | 0.46 | 120'000 | 100'000 | 99'652 | 60'705 | 52'298 | 31'930 | 99.82% | 99.82% |
14.08.2020 | 1.61% | 0.69 | 0.70 | 100'000 | 100'000 | 89'158 | 60'597 | 55'078 | 38'559 | 99.49% | 99.49% |
13.08.2020 | 1.54% | 0.48 | 0.49 | 110'000 | 100'000 | 83'300 | 60'562 | 53'631 | 38'940 | 99.50% | 99.50% |
12.08.2020 | 1.05% | 0.74 | 0.75 | 100'000 | 100'000 | 65'237 | 60'635 | 60'802 | 56'907 | 99.69% | 99.69% |
11.08.2020 | 1.29% | 0.84 | 0.85 | 100'000 | 100'000 | 79'353 | 60'274 | 62'583 | 49'378 | 98.64% | 98.64% |
10.08.2020 | 1.34% | 0.96 | 0.97 | 100'000 | 100'000 | 78'696 | 60'626 | 59'336 | 46'959 | 98.64% | 98.64% |
07.08.2020 | 1.82% | 0.51 | 0.52 | 100'000 | 100'000 | 96'765 | 60'643 | 52'665 | 33'329 | 99.33% | 99.33% |
06.08.2020 | 1.29% | 0.72 | 0.73 | 100'000 | 100'000 | 76'306 | 60'642 | 58'439 | 46'873 | 99.65% | 99.65% |