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 | - | - |
24.02.2020 | 1.02% | 22.44 | 22.67 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 112'596 | 227'493 | 100.00% | 100.00% |
21.02.2020 | 1.02% | 23.58 | 23.82 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 116'706 | 235'808 | 100.00% | 100.00% |
20.02.2020 | 1.02% | 22.89 | 23.13 | 431'000 | 1'000'000 | 437'148 | 1'000'000 | 97'555 | 225'512 | 100.00% | 100.00% |
19.02.2020 | 1.02% | 20.36 | 20.57 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 103'950 | 210'040 | 100.00% | 100.00% |
18.02.2020 | 1.02% | 19.88 | 20.08 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 99'365 | 200'766 | 100.00% | 100.00% |
17.02.2020 | 1.04% | 20.28 | 20.49 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 100'590 | 203'276 | 100.00% | 100.00% |
14.02.2020 | 1.03% | 19.92 | 20.13 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 99'597 | 201'258 | 100.00% | 100.00% |
13.02.2020 | 1.02% | 19.60 | 19.80 | 500'000 | 985'000 | 500'000 | 996'809 | 97'844 | 197'056 | 100.00% | 100.00% |
12.02.2020 | 1.02% | 19.54 | 19.74 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 97'869 | 197'737 | 100.00% | 100.00% |