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 | 10.56% | 0.08 | 0.09 | 160'000 | 160'000 | 160'000 | 160'000 | 15'003 | 16'603 | 92.87% | 92.87% |
26.02.2020 | 7.29% | 0.14 | 0.15 | 160'000 | 160'000 | 160'000 | 159'999 | 21'292 | 22'892 | 98.05% | 98.05% |
25.02.2020 | 6.03% | 0.14 | 0.16 | 160'000 | 160'000 | 160'000 | 160'000 | 25'820 | 27'420 | 100.00% | 100.00% |
24.02.2020 | 6.46% | 0.14 | 0.16 | 160'000 | 160'000 | 160'000 | 160'000 | 24'045 | 25'645 | 99.50% | 99.50% |
21.02.2020 | 4.28% | 0.23 | 0.24 | 160'000 | 160'000 | 160'000 | 160'000 | 36'574 | 38'174 | 100.00% | 100.00% |
20.02.2020 | 3.74% | 0.24 | 0.25 | 160'000 | 160'000 | 160'000 | 160'000 | 42'056 | 43'656 | 100.00% | 100.00% |
19.02.2020 | 3.95% | 0.25 | 0.26 | 160'000 | 160'000 | 160'000 | 160'000 | 39'706 | 41'306 | 98.56% | 98.56% |
18.02.2020 | 4.14% | 0.24 | 0.25 | 160'000 | 160'000 | 160'000 | 160'000 | 37'879 | 39'479 | 89.78% | 89.78% |
17.02.2020 | 3.76% | 0.26 | 0.27 | 160'000 | 160'000 | 160'000 | 160'000 | 41'778 | 43'378 | 98.54% | 98.54% |