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 | 24.54% | 0.10 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 11'256 | 14'351 | 67.23% | 67.23% |
05.03.2020 | 14.59% | 0.20 | 0.23 | 100'000 | 100'000 | 100'000 | 100'000 | 20'134 | 23'292 | 83.19% | 83.19% |
04.03.2020 | 10.26% | 0.26 | 0.29 | 100'000 | 100'000 | 100'000 | 100'000 | 28'657 | 31'742 | 99.84% | 99.84% |
03.03.2020 | 9.11% | 0.28 | 0.31 | 100'000 | 100'000 | 100'000 | 100'000 | 32'789 | 35'902 | 97.16% | 97.16% |
02.03.2020 | 10.93% | 0.30 | 0.33 | 100'000 | 100'000 | 100'000 | 100'000 | 27'343 | 30'448 | 99.88% | 99.88% |
28.02.2020 | 9.29% | 0.31 | 0.34 | 100'000 | 100'000 | 100'868 | 100'868 | 32'178 | 35'279 | 97.98% | 97.98% |
27.02.2020 | 2.33% | 0.47 | 0.48 | 200'000 | 200'000 | 200'000 | 200'000 | 95'053 | 97'280 | 97.31% | 97.31% |
26.02.2020 | 1.89% | 0.59 | 0.60 | 200'000 | 200'000 | 200'000 | 200'000 | 117'870 | 120'115 | 100.00% | 100.00% |
25.02.2020 | 1.63% | 0.64 | 0.65 | 200'000 | 200'000 | 200'000 | 200'000 | 136'453 | 138'695 | 100.00% | 100.00% |