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 | 29.88% | 0.05 | 0.06 | 500'000 | 500'000 | 189'963 | 189'963 | 9'579 | 12'254 | 95.02% | 95.02% |
28.08.2020 | 25.62% | 0.05 | 0.06 | 300'000 | 300'000 | 115'094 | 115'094 | 6'828 | 8'441 | 93.24% | 93.24% |
27.08.2020 | 25.24% | 0.09 | 0.10 | 300'000 | 300'000 | 109'994 | 109'994 | 7'838 | 9'413 | 89.40% | 89.40% |
26.08.2020 | 19.57% | 0.07 | 0.08 | 300'000 | 300'000 | 113'594 | 113'594 | 9'021 | 10'623 | 95.95% | 95.95% |
25.08.2020 | 21.97% | 0.09 | 0.10 | 10'000 | 10'000 | 3'779 | 3'779 | 307 | 361 | 96.22% | 96.22% |
24.08.2020 | 27.96% | 0.07 | 0.08 | 300'000 | 300'000 | 120'024 | 120'024 | 7'541 | 9'191 | 85.60% | 85.60% |
21.08.2020 | 24.81% | 0.07 | 0.08 | 500'000 | 500'000 | 197'097 | 197'097 | 13'141 | 15'869 | 88.02% | 88.02% |
20.08.2020 | 19.80% | 0.06 | 0.07 | 300'000 | 300'000 | 113'124 | 113'124 | 9'039 | 10'638 | 96.69% | 96.69% |
19.08.2020 | 24.48% | 0.08 | 0.09 | 500'000 | 500'000 | 188'615 | 188'615 | 12'791 | 15'455 | 96.73% | 96.73% |
18.08.2020 | 34.95% | 0.07 | 0.08 | 500'000 | 500'000 | 197'381 | 197'381 | 10'009 | 12'740 | 86.90% | 86.90% |