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 | - | - |
31.08.2020 | 1.51% | 0.80 | 0.81 | 870'000 | 870'000 | 567'457 | 567'457 | 376'509 | 382'183 | 73.78% | 73.78% |
28.08.2020 | 1.50% | 0.66 | 0.67 | 1'000'000 | 1'000'000 | 588'925 | 588'925 | 392'611 | 398'500 | 96.96% | 96.96% |
27.08.2020 | 1.76% | 0.63 | 0.64 | 1'000'000 | 1'000'000 | 592'489 | 592'489 | 341'837 | 347'762 | 96.33% | 96.33% |
26.08.2020 | 2.08% | 0.51 | 0.52 | 1'000'000 | 1'000'000 | 605'523 | 605'523 | 291'968 | 298'023 | 98.99% | 98.99% |
25.08.2020 | 2.35% | 0.42 | 0.43 | 1'000'000 | 1'000'000 | 612'207 | 612'207 | 256'216 | 262'339 | 97.07% | 97.07% |
24.08.2020 | 1.96% | 0.43 | 0.44 | 1'000'000 | 1'000'000 | 610'258 | 610'258 | 303'871 | 309'974 | 96.69% | 96.69% |
21.08.2020 | 2.14% | 0.48 | 0.49 | 1'000'000 | 1'000'000 | 609'826 | 609'826 | 283'320 | 289'418 | 98.09% | 98.09% |
20.08.2020 | 3.09% | 0.40 | 0.41 | 1'000'000 | 1'000'000 | 625'720 | 625'720 | 201'903 | 208'160 | 97.94% | 97.94% |
19.08.2020 | 2.97% | 0.33 | 0.34 | 1'000'000 | 1'000'000 | 625'674 | 625'674 | 205'158 | 211'414 | 96.92% | 96.92% |