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 | - | - |
26.02.2020 | - | 0.07 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.04% |
25.02.2020 | - | 0.11 | - | 460'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24.02.2020 | 22.23% | 0.08 | 0.10 | 100'000 | 100'000 | 138'604 | 100'000 | 11'086 | 9'998 | 31.64% | 31.65% |
21.02.2020 | 15.16% | 0.07 | 0.08 | 200'000 | 200'000 | 121'279 | 121'279 | 7'496 | 8'709 | 100.00% | 100.00% |
20.02.2020 | 15.38% | 0.06 | 0.07 | 200'000 | 200'000 | 121'423 | 121'423 | 7'285 | 8'500 | 100.00% | 100.00% |
19.02.2020 | 15.38% | 0.06 | 0.07 | 200'000 | 200'000 | 121'117 | 121'117 | 7'267 | 8'478 | 100.00% | 100.00% |
18.02.2020 | 13.77% | 0.06 | 0.07 | 200'000 | 200'000 | 122'654 | 122'654 | 8'160 | 9'387 | 99.61% | 99.61% |
17.02.2020 | 15.38% | 0.06 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 6'000 | 7'000 | 100.00% | 100.00% |
14.02.2020 | 13.57% | 0.06 | 0.07 | 200'000 | 200'000 | 121'365 | 121'365 | 8'267 | 9'481 | 100.00% | 100.00% |