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 | 36.55% | 0.14 | 0.17 | 750'000 | 750'000 | 749'971 | 749'998 | 145'484 | 210'795 | 99.63% | 99.63% |
17.08.2020 | 2.69% | 0.30 | 0.31 | 750'000 | 750'000 | 748'285 | 749'878 | 278'069 | 286'207 | 99.87% | 99.87% |
14.08.2020 | 2.13% | 0.53 | 0.54 | 750'000 | 750'000 | 749'938 | 749'999 | 351'271 | 358'797 | 99.30% | 99.30% |
13.08.2020 | 2.02% | 0.33 | 0.34 | 750'000 | 750'000 | 749'990 | 749'993 | 376'636 | 384'136 | 99.64% | 99.64% |
12.08.2020 | 1.30% | 0.59 | 0.60 | 750'000 | 750'000 | 750'000 | 749'985 | 578'981 | 586'470 | 99.74% | 99.74% |
11.08.2020 | 1.69% | 0.65 | 0.66 | 750'000 | 750'000 | 749'960 | 749'966 | 450'936 | 458'438 | 97.06% | 97.06% |
10.08.2020 | 1.59% | 0.84 | 0.85 | 750'000 | 750'000 | 749'971 | 749'955 | 472'796 | 480'287 | 99.77% | 99.77% |
07.08.2020 | 2.20% | 0.41 | 0.42 | 750'000 | 750'000 | 749'995 | 749'991 | 337'885 | 345'383 | 99.72% | 99.72% |
06.08.2020 | 1.52% | 0.61 | 0.62 | 750'000 | 750'000 | 749'884 | 749'999 | 490'019 | 497'587 | 99.65% | 99.65% |