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 | - | - |
27.02.2020 | 12.34% | 0.09 | 0.10 | 500'000 | 50'000 | 466'234 | 50'000 | 42'985 | 5'275 | 100.00% | 100.00% |
26.02.2020 | 6.37% | 0.18 | 0.19 | 280'000 | 50'000 | 333'565 | 50'000 | 50'670 | 8'334 | 100.00% | 100.00% |
25.02.2020 | 4.17% | 0.21 | 0.22 | 240'000 | 50'000 | 189'578 | 50'000 | 51'040 | 14'130 | 100.00% | 100.00% |
24.02.2020 | 3.53% | 0.31 | 0.32 | 170'000 | 50'000 | 169'234 | 50'000 | 51'660 | 15'864 | 99.01% | 99.01% |
21.02.2020 | 2.43% | 0.44 | 0.45 | 120'000 | 50'000 | 117'657 | 50'000 | 52'578 | 22'906 | 100.00% | 100.00% |
20.02.2020 | 2.16% | 0.46 | 0.47 | 110'000 | 50'000 | 105'755 | 50'000 | 51'459 | 24'901 | 100.00% | 100.00% |
19.02.2020 | 1.97% | 0.57 | 0.58 | 90'000 | 50'000 | 94'108 | 50'000 | 52'427 | 28'434 | 100.00% | 100.00% |
18.02.2020 | 1.80% | 0.57 | 0.58 | 90'000 | 50'000 | 97'076 | 50'000 | 53'485 | 28'067 | 100.00% | 100.00% |
17.02.2020 | 1.93% | 0.57 | 0.58 | 90'000 | 50'000 | 90'000 | 50'000 | 52'891 | 29'957 | 100.00% | 100.00% |