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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31.08.2020 | 2.17% | 0.49 | 0.50 | 250'000 | 250'000 | 249'991 | 249'920 | 115'440 | 117'904 | 93.61% | 93.61% |
28.08.2020 | 2.11% | 0.54 | 0.55 | 250'000 | 250'000 | 249'835 | 249'979 | 118'001 | 120'570 | 99.70% | 99.70% |
27.08.2020 | 3.84% | 0.32 | 0.33 | 250'000 | 250'000 | 249'986 | 249'996 | 65'222 | 67'725 | 99.16% | 99.16% |
26.08.2020 | 3.37% | 0.26 | 0.27 | 229'400 | 250'000 | 249'925 | 249'964 | 73'886 | 76'396 | 98.98% | 98.98% |
25.08.2020 | 4.67% | 0.31 | 0.32 | 250'000 | 233'000 | 249'928 | 249'940 | 54'079 | 56'578 | 99.42% | 99.42% |
24.08.2020 | 5.27% | 0.27 | 0.28 | 250'000 | 240'000 | 249'983 | 249'953 | 47'791 | 50'285 | 99.39% | 99.39% |
21.08.2020 | 2.52% | 0.42 | 0.43 | 250'000 | 250'000 | 249'952 | 249'986 | 100'143 | 102'658 | 99.55% | 99.55% |
20.08.2020 | 2.61% | 0.42 | 0.43 | 250'000 | 250'000 | 249'994 | 249'986 | 95'179 | 97'675 | 99.73% | 99.73% |
19.08.2020 | 2.46% | 0.27 | 0.28 | 250'000 | 250'000 | 249'995 | 249'821 | 104'609 | 107'038 | 99.66% | 99.66% |
18.08.2020 | 2.21% | 0.57 | 0.58 | 250'000 | 250'000 | 249'972 | 249'985 | 113'967 | 116'474 | 99.85% | 99.85% |