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 | - | - |
03.03.2020 | 41.08% | 0.05 | 0.08 | 50'000 | 50'000 | 50'000 | 50'000 | 3'040 | 4'588 | 85.75% | 85.75% |
02.03.2020 | 48.84% | 0.06 | 0.09 | 50'000 | 50'000 | 50'000 | 50'000 | 2'739 | 4'290 | 99.84% | 99.84% |
28.02.2020 | 32.71% | 0.08 | 0.11 | 50'000 | 50'000 | 50'450 | 50'050 | 4'020 | 5'536 | 97.89% | 97.89% |
27.02.2020 | 7.70% | 0.14 | 0.15 | 360'000 | 100'000 | 379'239 | 100'000 | 50'537 | 14'483 | 88.03% | 88.03% |
26.02.2020 | 6.57% | 0.18 | 0.19 | 280'000 | 100'000 | 312'441 | 100'000 | 51'033 | 17'489 | 100.00% | 100.00% |
25.02.2020 | 6.06% | 0.17 | 0.18 | 300'000 | 100'000 | 279'861 | 100'000 | 50'650 | 19'253 | 100.00% | 100.00% |
24.02.2020 | 6.08% | 0.19 | 0.20 | 270'000 | 100'000 | 276'524 | 100'000 | 50'837 | 19'554 | 99.00% | 99.00% |
21.02.2020 | 3.94% | 0.26 | 0.27 | 200'000 | 100'000 | 193'279 | 100'000 | 51'515 | 27'741 | 100.00% | 100.00% |
20.02.2020 | 3.62% | 0.29 | 0.31 | 180'000 | 100'000 | 171'162 | 100'000 | 51'346 | 31'109 | 100.00% | 100.00% |