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 | - | - |
30.08.2021 | 3.23% | 0.27 | 0.30 | 190'000 | 50'000 | 169'728 | 50'000 | 51'752 | 15'753 | 76.60% | 78.22% |
27.08.2021 | 1.91% | 0.40 | 0.41 | 130'000 | 100'000 | 103'232 | 60'729 | 53'518 | 31'710 | 100.00% | 100.00% |
26.08.2021 | 1.88% | 0.57 | 0.58 | 100'000 | 100'000 | 100'538 | 60'713 | 53'073 | 32'901 | 99.96% | 99.96% |
25.08.2021 | 2.12% | 0.48 | 0.49 | 110'000 | 100'000 | 111'521 | 60'729 | 52'023 | 29'018 | 100.00% | 100.00% |
24.08.2021 | 2.03% | 0.48 | 0.49 | 110'000 | 100'000 | 107'994 | 60'729 | 52'663 | 30'371 | 100.00% | 100.00% |
23.08.2021 | 1.16% | 0.64 | 0.65 | 100'000 | 100'000 | 68'583 | 60'729 | 57'963 | 51'459 | 100.00% | 100.00% |
20.08.2021 | 0.80% | 1.04 | 1.05 | 100'000 | 100'000 | 62'318 | 62'318 | 76'100 | 76'724 | 87.10% | 87.10% |
19.08.2021 | 0.64% | 1.33 | 1.34 | 100'000 | 100'000 | 61'147 | 61'147 | 94'460 | 95'071 | 96.24% | 96.24% |
18.08.2021 | 0.86% | 1.19 | 1.20 | 100'000 | 100'000 | 60'729 | 60'729 | 70'199 | 70'807 | 100.00% | 100.00% |