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 | - | - |
26.02.2020 | - | 9.82 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.41% |
25.02.2020 | - | 10.05 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24.02.2020 | 0.09% | 10.58 | 10.71 | 100'000 | 50'000 | 50'000 | 50'000 | 537'376 | 537'876 | 25.87% | 26.68% |
21.02.2020 | 0.09% | 11.57 | 11.58 | 100'000 | 100'000 | 60'670 | 60'670 | 708'952 | 709'559 | 99.85% | 99.85% |
20.02.2020 | 0.08% | 11.95 | 11.96 | 100'000 | 100'000 | 60'729 | 60'729 | 729'907 | 730'514 | 100.00% | 100.00% |
19.02.2020 | 0.08% | 12.10 | 12.11 | 100'000 | 100'000 | 60'724 | 60'724 | 729'028 | 729'635 | 100.00% | 100.00% |
18.02.2020 | 0.08% | 11.80 | 11.81 | 100'000 | 100'000 | 60'718 | 60'718 | 720'003 | 720'611 | 100.00% | 100.00% |
17.02.2020 | 0.08% | 12.06 | 12.07 | 50'000 | 50'000 | 50'000 | 50'000 | 603'283 | 603'783 | 100.00% | 100.00% |
14.02.2020 | 0.08% | 11.98 | 11.99 | 100'000 | 100'000 | 60'727 | 60'727 | 727'491 | 728'098 | 100.00% | 100.00% |