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 | 1.92% | 0.43 | 0.44 | 120'000 | 100'000 | 101'312 | 60'480 | 52'232 | 31'591 | 99.33% | 99.33% |
28.08.2020 | 1.50% | 0.63 | 0.64 | 100'000 | 100'000 | 84'034 | 60'496 | 55'477 | 40'260 | 99.19% | 99.19% |
27.08.2020 | 1.53% | 0.57 | 0.58 | 100'000 | 100'000 | 84'315 | 59'627 | 54'796 | 39'266 | 96.91% | 96.91% |
26.08.2020 | 0.98% | 0.88 | 0.89 | 100'000 | 100'000 | 60'732 | 60'696 | 61'197 | 61'768 | 99.90% | 99.90% |
25.08.2020 | 0.80% | 1.18 | 1.19 | 100'000 | 100'000 | 60'632 | 60'632 | 76'307 | 76'914 | 98.96% | 98.96% |
24.08.2020 | 0.82% | 1.36 | 1.37 | 100'000 | 100'000 | 60'424 | 60'424 | 74'480 | 75'085 | 98.10% | 98.10% |
21.08.2020 | 0.64% | 1.50 | 1.51 | 100'000 | 100'000 | 60'730 | 60'730 | 94'561 | 95'168 | 96.68% | 96.68% |
20.08.2020 | 0.54% | 1.75 | 1.76 | 100'000 | 100'000 | 60'650 | 60'650 | 112'007 | 112'614 | 99.66% | 99.66% |
19.08.2020 | 0.59% | 1.73 | 1.74 | 100'000 | 100'000 | 60'661 | 60'661 | 102'883 | 103'489 | 99.80% | 99.80% |
18.08.2020 | 0.54% | 1.80 | 1.81 | 100'000 | 100'000 | 60'491 | 60'491 | 111'546 | 112'150 | 99.34% | 99.34% |