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 | 21.66% | 0.14 | 0.17 | 100'000 | 100'000 | 100'000 | 100'000 | 13'156 | 16'255 | 100.00% | 100.00% |
05.03.2020 | 12.10% | 0.24 | 0.27 | 100'000 | 100'000 | 100'000 | 100'000 | 24'056 | 27'149 | 83.21% | 83.21% |
04.03.2020 | 10.94% | 0.26 | 0.29 | 100'000 | 100'000 | 100'000 | 100'000 | 26'818 | 29'915 | 95.48% | 95.48% |
03.03.2020 | 11.68% | 0.25 | 0.28 | 100'000 | 100'000 | 100'000 | 100'000 | 25'236 | 28'364 | 95.55% | 95.55% |
02.03.2020 | 16.72% | 0.20 | 0.23 | 100'000 | 100'000 | 100'000 | 100'000 | 17'171 | 20'263 | 96.22% | 96.22% |
28.02.2020 | 26.27% | 0.12 | 0.16 | 100'000 | 100'000 | 102'652 | 100'871 | 10'903 | 13'792 | 97.58% | 97.58% |
27.02.2020 | 5.32% | 0.22 | 0.23 | 230'000 | 200'000 | 253'247 | 200'000 | 50'558 | 42'372 | 99.05% | 99.05% |
26.02.2020 | 4.30% | 0.27 | 0.28 | 200'000 | 200'000 | 211'364 | 200'000 | 52'676 | 52'437 | 97.28% | 97.28% |
25.02.2020 | 3.85% | 0.26 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 57'196 | 59'436 | 100.00% | 100.00% |