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 | 10.67% | 0.08 | 0.09 | 150'500 | 160'000 | 159'873 | 160'000 | 14'826 | 16'436 | 94.17% | 94.17% |
26.02.2020 | 7.21% | 0.14 | 0.15 | 160'000 | 160'000 | 160'000 | 160'000 | 21'541 | 23'141 | 98.14% | 98.14% |
25.02.2020 | 5.97% | 0.14 | 0.16 | 160'000 | 160'000 | 159'995 | 159'945 | 26'082 | 27'674 | 100.00% | 100.00% |
24.02.2020 | 6.38% | 0.15 | 0.16 | 160'000 | 160'000 | 159'984 | 160'000 | 24'356 | 25'959 | 99.46% | 99.46% |
21.02.2020 | 4.25% | 0.23 | 0.24 | 160'000 | 160'000 | 160'000 | 160'000 | 36'828 | 38'428 | 100.00% | 100.00% |
20.02.2020 | 3.71% | 0.24 | 0.25 | 160'000 | 160'000 | 160'000 | 159'991 | 42'325 | 43'923 | 100.00% | 100.00% |
19.02.2020 | 3.96% | 0.25 | 0.26 | 160'000 | 160'000 | 160'000 | 160'000 | 39'656 | 41'256 | 98.56% | 98.56% |
18.02.2020 | 4.15% | 0.23 | 0.24 | 160'000 | 160'000 | 160'000 | 159'997 | 37'812 | 39'411 | 89.91% | 89.91% |
17.02.2020 | 3.77% | 0.26 | 0.27 | 160'000 | 160'000 | 160'000 | 159'999 | 41'698 | 43'297 | 98.37% | 98.37% |