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 | - | - |
31.07.2020 | 4.47% | 0.18 | 0.19 | 280'000 | 50'000 | 231'806 | 30'399 | 50'645 | 7'186 | 91.43% | 91.43% |
30.07.2020 | 1.15% | 0.83 | 0.84 | 70'000 | 50'000 | 60'729 | 30'396 | 52'316 | 26'423 | 95.84% | 95.84% |
29.07.2020 | 1.13% | 0.85 | 0.86 | 60'000 | 50'000 | 60'496 | 30'518 | 53'338 | 27'040 | 96.73% | 96.73% |
28.07.2020 | 1.18% | 0.88 | 0.89 | 60'000 | 50'000 | 63'599 | 30'536 | 53'599 | 26'393 | 95.39% | 95.39% |
27.07.2020 | 1.09% | 0.88 | 0.89 | 60'000 | 50'000 | 60'079 | 30'506 | 54'836 | 27'853 | 95.88% | 95.88% |
24.07.2020 | 0.91% | 1.03 | 1.04 | 50'000 | 50'000 | 50'000 | 30'362 | 54'638 | 33'530 | 95.77% | 95.77% |
23.07.2020 | 1.41% | 0.75 | 0.76 | 70'000 | 50'000 | 75'602 | 42'585 | 53'065 | 30'742 | 29.48% | 84.29% |
22.07.2020 | 1.47% | 0.69 | 0.70 | 80'000 | 50'000 | 78'989 | 29'201 | 53'397 | 19'981 | 86.13% | 95.84% |
21.07.2020 | - | 0.61 | - | 90'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.69% |