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% | 98.82% |
20.08.2020 | 74.37% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'221 | 21'304 | 89.77% | 89.84% |
19.08.2020 | 100.23% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'306 | 20'618 | 92.98% | 96.63% |
18.08.2020 | 34.85% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'999 | 999'998 | 25'776 | 35'776 | 98.88% | 98.88% |
17.08.2020 | 16.33% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'742 | 68'742 | 99.91% | 99.91% |
14.08.2020 | 7.60% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 129'115 | 139'115 | 98.45% | 98.45% |
13.08.2020 | 11.39% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 83'163 | 93'164 | 99.67% | 99.67% |
12.08.2020 | 8.78% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 112'856 | 122'856 | 99.64% | 99.64% |
11.08.2020 | 7.39% | 0.14 | 0.14 | 1'000'000 | 1'000'000 | 999'996 | 999'998 | 132'108 | 142'109 | 99.05% | 99.05% |