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 | - | - |
25.08.2020 | 1.93% | 0.45 | 0.46 | 120'000 | 100'000 | 103'984 | 60'631 | 53'350 | 32'257 | 98.93% | 98.93% |
24.08.2020 | 2.06% | 0.62 | 0.63 | 100'000 | 100'000 | 110'107 | 60'483 | 53'220 | 30'604 | 98.30% | 98.30% |
21.08.2020 | 1.20% | 0.76 | 0.77 | 100'000 | 100'000 | 72'422 | 60'732 | 59'466 | 50'307 | 96.69% | 96.69% |
20.08.2020 | 0.89% | 1.02 | 1.03 | 100'000 | 100'000 | 60'620 | 60'620 | 67'188 | 67'794 | 99.58% | 99.58% |
19.08.2020 | 1.04% | 0.99 | 1.00 | 100'000 | 100'000 | 67'401 | 60'658 | 64'665 | 58'959 | 99.77% | 99.77% |
18.08.2020 | 0.89% | 1.07 | 1.08 | 100'000 | 100'000 | 60'507 | 60'507 | 67'233 | 67'838 | 99.37% | 99.37% |
17.08.2020 | 0.76% | 1.22 | 1.23 | 100'000 | 100'000 | 60'701 | 60'701 | 78'525 | 79'132 | 99.80% | 99.80% |
14.08.2020 | 0.71% | 1.47 | 1.48 | 100'000 | 100'000 | 60'572 | 60'572 | 85'195 | 85'801 | 99.42% | 99.42% |
13.08.2020 | 0.70% | 1.26 | 1.27 | 100'000 | 100'000 | 60'593 | 60'593 | 85'608 | 86'214 | 99.58% | 99.58% |