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 | - | - |
25.02.2020 | 1.47% | 0.71 | 0.72 | 80'000 | 50'000 | 78'604 | 50'000 | 53'149 | 34'351 | 100.00% | 100.00% |
24.02.2020 | 1.62% | 0.62 | 0.63 | 100'000 | 100'000 | 100'000 | 100'000 | 61'397 | 62'397 | 96.82% | 96.82% |
21.02.2020 | 2.11% | 0.49 | 0.50 | 110'000 | 100'000 | 110'182 | 100'000 | 51'742 | 47'964 | 98.27% | 98.27% |
20.02.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19.02.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.02.2020 | 2.08% | 0.47 | 0.48 | 110'000 | 100'000 | 110'000 | 100'000 | 52'260 | 48'509 | 39.07% | 39.07% |
17.02.2020 | 2.15% | 0.46 | 0.47 | 110'000 | 100'000 | 110'914 | 100'000 | 50'918 | 46'916 | 100.00% | 100.00% |
14.02.2020 | 2.14% | 0.47 | 0.48 | 110'000 | 100'000 | 111'328 | 100'000 | 51'414 | 47'198 | 99.71% | 99.71% |
13.02.2020 | 2.00% | 0.49 | 0.50 | 110'000 | 100'000 | 105'817 | 100'000 | 52'474 | 50'673 | 100.00% | 100.00% |