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 | - | - |
06.03.2020 | 25.13% | 0.11 | 0.14 | 100'000 | 100'000 | 100'000 | 100'000 | 10'735 | 13'804 | 100.00% | 100.00% |
05.03.2020 | 18.22% | 0.15 | 0.18 | 100'000 | 100'000 | 100'000 | 100'000 | 15'617 | 18'735 | 83.18% | 83.18% |
04.03.2020 | 14.48% | 0.19 | 0.22 | 100'000 | 100'000 | 100'000 | 100'000 | 19'798 | 22'882 | 99.84% | 99.84% |
03.03.2020 | 13.33% | 0.19 | 0.23 | 100'000 | 100'000 | 100'000 | 100'000 | 21'817 | 24'926 | 99.85% | 99.85% |
02.03.2020 | 15.09% | 0.20 | 0.23 | 100'000 | 100'000 | 100'000 | 100'000 | 19'130 | 22'224 | 99.88% | 99.88% |
28.02.2020 | 13.64% | 0.21 | 0.24 | 100'000 | 100'000 | 100'911 | 100'867 | 21'598 | 24'719 | 97.98% | 97.98% |
27.02.2020 | 3.71% | 0.29 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 59'466 | 61'704 | 97.31% | 97.31% |
26.02.2020 | 3.11% | 0.36 | 0.37 | 200'000 | 200'000 | 200'000 | 200'000 | 70'945 | 73'185 | 100.00% | 100.00% |
25.02.2020 | 2.73% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 80'022 | 82'238 | 99.30% | 99.30% |