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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.79% |
20.08.2020 | 114.74% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'498 | 20'007 | 69.94% | 99.33% |
19.08.2020 | 118.11% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'178 | 20'000 | 8.69% | 99.51% |
18.08.2020 | 58.97% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'635 | 22'668 | 99.00% | 99.00% |
17.08.2020 | 29.91% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'183 | 40'183 | 99.92% | 99.92% |
14.08.2020 | 12.45% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 77'076 | 87'076 | 98.55% | 98.55% |
13.08.2020 | 17.92% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 51'000 | 61'000 | 99.76% | 99.76% |
12.08.2020 | 13.87% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 69'538 | 79'538 | 99.82% | 99.82% |
11.08.2020 | 11.89% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 80'356 | 90'356 | 99.03% | 99.03% |