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 | 0.53% | 1.71 | 1.95 | 100'000 | 100'000 | 100'000 | 100'000 | 192'251 | 193'251 | 91.69% | 98.34% |
19.08.2020 | 0.34% | 3.36 | 3.37 | 100'000 | 100'000 | 100'000 | 100'000 | 297'038 | 298'038 | 98.87% | 98.88% |
18.08.2020 | 0.31% | 2.31 | 2.32 | 100'000 | 100'000 | 100'000 | 100'000 | 329'856 | 330'856 | 96.96% | 96.96% |
17.08.2020 | 0.34% | 2.90 | 2.91 | 100'000 | 100'000 | 100'000 | 100'000 | 297'529 | 298'529 | 98.85% | 98.85% |
14.08.2020 | 0.44% | 2.58 | 2.64 | 100'000 | 100'000 | 100'000 | 100'000 | 229'705 | 230'705 | 93.86% | 97.60% |
13.08.2020 | 0.25% | 3.92 | 3.93 | 100'000 | 100'000 | 100'000 | 100'000 | 399'069 | 400'069 | 98.10% | 98.10% |