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 | - | 0.25 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.05% |
25.02.2020 | - | 0.27 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24.02.2020 | 9.29% | 0.21 | 0.23 | 240'000 | 100'000 | 244'600 | 100'000 | 50'232 | 22'548 | 31.64% | 31.65% |
21.02.2020 | 6.94% | 0.15 | 0.16 | 340'000 | 200'000 | 364'024 | 120'887 | 50'608 | 18'305 | 100.00% | 100.00% |
20.02.2020 | 8.00% | 0.12 | 0.13 | 420'000 | 200'000 | 420'000 | 121'396 | 50'400 | 15'782 | 100.00% | 100.00% |
19.02.2020 | 7.86% | 0.12 | 0.13 | 420'000 | 200'000 | 412'856 | 120'879 | 50'471 | 15'952 | 100.00% | 100.00% |
18.02.2020 | 7.09% | 0.13 | 0.14 | 390'000 | 200'000 | 371'069 | 122'494 | 50'511 | 17'793 | 99.79% | 99.79% |
17.02.2020 | 7.89% | 0.12 | 0.13 | 420'000 | 100'000 | 414'618 | 100'000 | 50'454 | 13'179 | 100.00% | 100.00% |
14.02.2020 | 7.41% | 0.13 | 0.14 | 390'000 | 200'000 | 390'000 | 121'363 | 50'700 | 16'991 | 100.00% | 100.00% |