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 | - | - |
20.08.2021 | 4.37% | 0.22 | 0.23 | 580'000 | 580'000 | 580'000 | 580'000 | 133'185 | 138'985 | 100.00% | 100.00% |
19.08.2021 | 3.19% | 0.38 | 0.39 | 530'000 | 530'000 | 530'000 | 530'000 | 168'581 | 173'881 | 95.81% | 95.81% |
18.08.2021 | 1.38% | 0.81 | 0.82 | 570'000 | 570'000 | 570'000 | 570'000 | 412'312 | 418'012 | 99.40% | 99.40% |
17.08.2021 | 1.44% | 0.74 | 0.75 | 590'000 | 590'000 | 590'000 | 590'000 | 408'366 | 414'266 | 99.66% | 99.66% |
16.08.2021 | 1.39% | 0.67 | 0.68 | 560'000 | 560'000 | 560'000 | 560'000 | 401'522 | 407'122 | 97.86% | 97.86% |
13.08.2021 | 1.11% | 0.85 | 0.86 | 590'000 | 590'000 | 590'000 | 590'000 | 531'853 | 537'753 | 99.58% | 99.58% |
12.08.2021 | 1.44% | 0.82 | 0.83 | 660'000 | 660'000 | 660'000 | 660'000 | 462'211 | 468'811 | 93.90% | 93.90% |
11.08.2021 | 1.86% | 0.57 | 0.58 | 710'000 | 710'000 | 710'000 | 710'000 | 381'120 | 388'220 | 91.39% | 91.39% |
10.08.2021 | 1.93% | 0.52 | 0.53 | 740'000 | 740'000 | 740'000 | 740'000 | 380'310 | 387'710 | 96.27% | 96.27% |