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 | - | - |
22.09.2020 | 2.21% | 0.43 | 0.44 | 120'000 | 100'000 | 116'457 | 100'000 | 52'238 | 46'196 | 99.14% | 99.14% |
21.09.2020 | 1.62% | 0.37 | 0.38 | 140'000 | 100'000 | 105'065 | 100'000 | 66'658 | 65'867 | 98.51% | 98.51% |
31.08.2020 | 0.99% | 1.03 | 1.04 | 100'000 | 100'000 | 100'000 | 99'999 | 100'709 | 101'708 | 98.41% | 98.41% |
28.08.2020 | 1.08% | 1.04 | 1.05 | 100'000 | 100'000 | 99'997 | 99'999 | 93'955 | 94'978 | 98.32% | 98.32% |
27.08.2020 | 1.23% | 0.61 | 0.62 | 100'000 | 100'000 | 99'998 | 100'000 | 82'307 | 83'313 | 94.43% | 94.44% |
26.08.2020 | 1.54% | 0.83 | 0.84 | 100'000 | 100'000 | 100'017 | 100'000 | 65'201 | 66'192 | 98.90% | 98.90% |
25.08.2020 | 1.36% | 0.67 | 0.68 | 100'000 | 100'000 | 100'000 | 100'000 | 73'535 | 74'535 | 98.30% | 98.30% |
24.08.2020 | 1.08% | 0.79 | 0.80 | 100'000 | 100'000 | 99'999 | 99'997 | 92'728 | 93'726 | 97.80% | 97.80% |
21.08.2020 | 1.31% | 0.78 | 0.79 | 100'000 | 100'000 | 100'000 | 100'000 | 76'009 | 77'008 | 96.43% | 96.43% |