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 | - | - |
06.03.2020 | 1.69% | 0.48 | 0.45 | 200'000 | 200'000 | 200'000 | 200'000 | 122'357 | 124'357 | 86.70% | 97.53% |
05.03.2020 | 0.76% | 1.31 | 1.32 | 200'000 | 200'000 | 200'000 | 200'000 | 263'589 | 265'589 | 99.99% | 99.99% |
04.03.2020 | 0.66% | 1.50 | 1.51 | 200'000 | 200'000 | 200'000 | 200'000 | 300'913 | 302'913 | 92.90% | 92.90% |
03.03.2020 | 0.69% | 1.32 | 1.33 | 200'000 | 200'000 | 200'000 | 200'000 | 288'521 | 290'521 | 98.62% | 98.62% |
02.03.2020 | 1.29% | 0.90 | 0.91 | 200'000 | 200'000 | 200'000 | 200'000 | 161'806 | 163'806 | 92.29% | 92.29% |
28.02.2020 | 1.43% | 0.51 | 0.71 | 200'000 | 200'000 | 200'000 | 200'000 | 142'633 | 144'643 | 87.41% | 99.12% |
27.02.2020 | 0.67% | 1.44 | 1.45 | 200'000 | 200'000 | 200'000 | 200'000 | 299'997 | 301'997 | 100.00% | 100.00% |
26.02.2020 | 0.56% | 1.95 | 1.96 | 200'000 | 200'000 | 200'000 | 200'000 | 360'437 | 362'437 | 100.00% | 100.00% |
25.02.2020 | 0.45% | 1.96 | 1.97 | 200'000 | 200'000 | 200'000 | 200'000 | 444'085 | 446'085 | 100.00% | 100.00% |