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 | - | - |
20.08.2020 | 23.15% | 0.09 | 0.11 | 500'000 | 50'000 | 495'989 | 50'000 | 38'679 | 4'899 | 99.77% | 99.77% |
19.08.2020 | 30.37% | 0.05 | 0.07 | 50'000 | 50'000 | 305'181 | 50'000 | 18'789 | 3'851 | 99.93% | 99.93% |
18.08.2020 | 8.79% | 0.16 | 0.17 | 320'000 | 50'000 | 443'656 | 50'000 | 48'662 | 6'217 | 99.43% | 99.43% |
17.08.2020 | 4.38% | 0.19 | 0.20 | 270'000 | 50'000 | 227'765 | 50'000 | 50'939 | 12'136 | 98.47% | 98.47% |
14.08.2020 | 1.85% | 0.46 | 0.47 | 110'000 | 50'000 | 97'855 | 50'000 | 52'514 | 27'823 | 97.32% | 97.32% |
13.08.2020 | 2.68% | 0.35 | 0.36 | 150'000 | 50'000 | 140'265 | 50'000 | 51'686 | 18'982 | 99.59% | 99.59% |
12.08.2020 | 2.00% | 0.36 | 0.37 | 140'000 | 50'000 | 106'123 | 50'000 | 52'651 | 26'044 | 99.48% | 99.48% |
11.08.2020 | 1.76% | 0.62 | 0.63 | 90'000 | 50'000 | 93'544 | 50'000 | 52'723 | 29'006 | 98.60% | 98.60% |
10.08.2020 | 0.77% | 1.24 | 1.25 | 50'000 | 50'000 | 50'000 | 50'000 | 64'690 | 65'190 | 98.09% | 98.09% |