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 | 13.34% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 55'772 | 63'272 | 100.00% | 100.00% |
19.08.2021 | 5.71% | 0.22 | 0.23 | 550'000 | 550'000 | 550'000 | 550'000 | 98'515 | 104'015 | 95.82% | 95.82% |
18.08.2021 | 1.91% | 0.60 | 0.61 | 610'000 | 610'000 | 610'000 | 610'000 | 317'372 | 323'472 | 99.39% | 99.39% |
17.08.2021 | 1.99% | 0.54 | 0.55 | 640'000 | 640'000 | 640'000 | 640'000 | 320'117 | 326'517 | 99.66% | 99.66% |
16.08.2021 | 1.89% | 0.48 | 0.49 | 600'000 | 600'000 | 600'000 | 600'000 | 314'878 | 320'878 | 97.87% | 97.87% |
13.08.2021 | 1.43% | 0.65 | 0.66 | 630'000 | 630'000 | 630'000 | 630'000 | 438'217 | 444'517 | 99.58% | 99.58% |
12.08.2021 | 2.01% | 0.62 | 0.63 | 760'000 | 760'000 | 760'000 | 760'000 | 382'432 | 390'032 | 93.90% | 93.90% |
11.08.2021 | 2.74% | 0.39 | 0.40 | 830'000 | 830'000 | 830'000 | 830'000 | 302'733 | 311'033 | 91.38% | 91.38% |
10.08.2021 | 2.85% | 0.35 | 0.36 | 870'000 | 870'000 | 870'000 | 870'000 | 301'833 | 310'533 | 96.26% | 96.26% |