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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.02.2021 | - | 17.74 | - | 2'500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 77.03% |
16.02.2021 | - | 25.23 | - | 2'500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.41% |
15.02.2021 | 1.32% | 23.75 | 23.60 | 2'500 | 2'500 | 2'500 | 2'500 | 58'332 | 59'107 | 17.86% | 89.03% |
12.02.2021 | 0.95% | 22.47 | 22.68 | 2'500 | 2'500 | 2'500 | 2'500 | 55'236 | 55'761 | 88.13% | 88.13% |
11.02.2021 | 1.00% | 21.76 | 21.97 | 2'500 | 2'500 | 2'500 | 2'500 | 52'472 | 52'990 | 98.45% | 98.45% |
10.02.2021 | 1.05% | 19.60 | 19.81 | 2'500 | 2'500 | 2'500 | 2'500 | 49'731 | 50'256 | 99.67% | 99.67% |
09.02.2021 | 1.11% | 20.71 | 20.92 | 2'500 | 2'500 | 2'500 | 2'500 | 47'125 | 47'650 | 69.30% | 69.30% |
08.02.2021 | 1.20% | 18.47 | 18.68 | 5'000 | 5'000 | 7'571 | 7'571 | 127'977 | 129'515 | 91.12% | 91.12% |
05.02.2021 | 1.01% | 15.27 | 15.42 | 10'000 | 10'000 | 10'000 | 10'000 | 147'699 | 149'199 | 100.00% | 100.00% |
04.02.2021 | 1.03% | 14.19 | 14.34 | 10'000 | 10'000 | 10'000 | 10'000 | 144'976 | 146'476 | 96.12% | 96.12% |