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 | - | - |
11.08.2020 | 1.08% | 0.71 | 0.72 | 100'000 | 100'000 | 100'000 | 99'999 | 95'632 | 96'632 | 97.20% | 97.20% |
10.08.2020 | 0.67% | 1.50 | 1.51 | 100'000 | 100'000 | 100'000 | 100'000 | 148'564 | 149'564 | 97.18% | 97.18% |
07.08.2020 | 0.60% | 1.53 | 1.54 | 100'000 | 100'000 | 100'000 | 100'000 | 166'497 | 167'497 | 97.47% | 97.47% |
06.08.2020 | 0.63% | 1.66 | 1.67 | 100'000 | 100'000 | 100'000 | 100'000 | 166'491 | 167'537 | 98.23% | 98.66% |
05.08.2020 | 0.65% | 1.61 | 1.62 | 100'000 | 100'000 | 100'000 | 100'000 | 154'020 | 155'020 | 99.42% | 99.42% |
04.08.2020 | 1.04% | 1.14 | 1.15 | 100'000 | 100'000 | 100'000 | 100'000 | 97'737 | 98'764 | 99.41% | 99.42% |
03.08.2020 | 1.07% | 0.96 | 0.97 | 100'000 | 100'000 | 100'000 | 100'000 | 93'002 | 94'002 | 89.85% | 89.85% |
31.07.2020 | 1.06% | 0.96 | 0.97 | 100'000 | 100'000 | 100'000 | 100'000 | 94'308 | 95'308 | 98.60% | 98.60% |
30.07.2020 | 1.30% | 0.65 | 0.66 | 100'000 | 100'000 | 100'000 | 99'999 | 76'438 | 77'440 | 98.57% | 98.57% |