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 | 9.61% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 99'170 | 109'170 | 98.26% | 98.26% |
20.08.2020 | 9.04% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 105'881 | 115'881 | 99.73% | 99.73% |
19.08.2020 | 8.99% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 107'092 | 117'092 | 100.00% | 100.00% |
18.08.2020 | 10.32% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 92'243 | 102'243 | 99.57% | 99.57% |
17.08.2020 | 11.92% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 79'016 | 89'016 | 99.77% | 99.77% |
14.08.2020 | 13.17% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 71'312 | 81'312 | 98.92% | 98.92% |
13.08.2020 | 11.11% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 85'056 | 95'056 | 98.97% | 98.97% |
12.08.2020 | 13.23% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'992 | 80'992 | 97.98% | 97.98% |
11.08.2020 | 12.27% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 77'075 | 87'075 | 98.48% | 98.48% |