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 | 0.43% | 2.20 | 2.21 | 250'000 | 250'000 | 250'000 | 249'987 | 582'807 | 585'279 | 95.64% | 95.64% |
26.02.2020 | 0.34% | 3.24 | 3.25 | 250'000 | 250'000 | 250'000 | 250'000 | 744'790 | 747'290 | 98.98% | 98.98% |
25.02.2020 | 0.26% | 3.47 | 3.48 | 250'000 | 250'000 | 250'000 | 250'000 | 979'889 | 982'389 | 98.07% | 98.07% |
24.02.2020 | 0.24% | 4.02 | 4.03 | 250'000 | 250'000 | 249'999 | 250'000 | 1'030'480 | 1'032'990 | 98.91% | 98.91% |
21.02.2020 | 0.20% | 5.00 | 5.01 | 250'000 | 250'000 | 250'000 | 250'000 | 1'280'830 | 1'283'330 | 97.77% | 97.77% |
20.02.2020 | 0.18% | 5.35 | 5.36 | 250'000 | 250'000 | 250'000 | 250'000 | 1'354'960 | 1'357'460 | 100.00% | 100.00% |
19.02.2020 | 0.19% | 5.50 | 5.51 | 250'000 | 250'000 | 250'000 | 250'000 | 1'347'030 | 1'349'530 | 100.00% | 100.00% |
18.02.2020 | 0.19% | 5.21 | 5.22 | 250'000 | 250'000 | 250'000 | 250'000 | 1'315'920 | 1'318'420 | 89.50% | 89.50% |
17.02.2020 | 0.18% | 5.47 | 5.48 | 250'000 | 250'000 | 250'000 | 250'000 | 1'367'330 | 1'369'830 | 99.53% | 99.53% |