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 | - | - |
17.08.2020 | 1.50% | 1.32 | 1.34 | 150'000 | 150'000 | 67'294 | 67'294 | 114'261 | 115'956 | 98.41% | 98.41% |
14.08.2020 | 1.29% | 2.20 | 2.22 | 150'000 | 150'000 | 67'181 | 67'181 | 143'639 | 145'332 | 98.19% | 98.19% |
13.08.2020 | 1.01% | 2.39 | 2.41 | 150'000 | 150'000 | 66'826 | 66'826 | 174'530 | 176'215 | 98.84% | 98.84% |
12.08.2020 | 0.71% | 3.49 | 3.51 | 150'000 | 150'000 | 67'363 | 67'363 | 259'201 | 260'898 | 97.82% | 97.82% |
11.08.2020 | 0.65% | 4.36 | 4.38 | 150'000 | 150'000 | 66'795 | 66'794 | 294'150 | 295'836 | 98.32% | 98.32% |
10.08.2020 | 0.69% | 4.35 | 4.37 | 150'000 | 150'000 | 66'965 | 66'965 | 276'703 | 278'392 | 98.89% | 98.89% |
07.08.2020 | 0.75% | 3.73 | 3.75 | 150'000 | 150'000 | 66'419 | 66'419 | 244'756 | 246'439 | 99.17% | 99.17% |
06.08.2020 | 0.75% | 3.58 | 3.60 | 150'000 | 150'000 | 66'973 | 66'973 | 247'681 | 249'369 | 99.19% | 99.19% |
05.08.2020 | 0.78% | 3.64 | 3.66 | 150'000 | 150'000 | 67'165 | 67'165 | 242'940 | 244'632 | 99.19% | 99.19% |