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 | - | - |
05.03.2020 | 31.63% | 0.08 | 0.11 | 100'000 | 100'000 | 100'000 | 100'000 | 8'560 | 11'666 | 83.19% | 83.19% |
04.03.2020 | 16.66% | 0.15 | 0.18 | 100'000 | 100'000 | 100'000 | 100'000 | 17'167 | 20'257 | 92.58% | 92.58% |
03.03.2020 | 13.83% | 0.16 | 0.19 | 100'000 | 100'000 | 100'000 | 100'000 | 21'229 | 24'348 | 91.18% | 91.18% |
02.03.2020 | 18.87% | 0.18 | 0.21 | 100'000 | 100'000 | 99'999 | 100'000 | 15'686 | 18'790 | 99.88% | 99.88% |
28.02.2020 | 14.38% | 0.19 | 0.23 | 100'000 | 100'000 | 100'879 | 100'879 | 20'439 | 23'560 | 96.69% | 96.69% |
27.02.2020 | 3.07% | 0.35 | 0.36 | 200'000 | 200'000 | 199'999 | 199'999 | 71'814 | 74'031 | 97.31% | 97.31% |
26.02.2020 | 2.30% | 0.48 | 0.49 | 200'000 | 200'000 | 200'000 | 200'000 | 94'596 | 96'794 | 100.00% | 100.00% |
25.02.2020 | 1.90% | 0.53 | 0.54 | 200'000 | 200'000 | 200'000 | 200'000 | 113'201 | 115'369 | 97.36% | 97.36% |
24.02.2020 | 1.76% | 0.61 | 0.62 | 200'000 | 200'000 | 200'000 | 199'999 | 124'426 | 126'630 | 96.82% | 96.82% |