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 | - | 0.20 | - | 250'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.05% |
25.02.2020 | - | 0.23 | - | 220'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24.02.2020 | 10.85% | 0.18 | 0.20 | 280'000 | 100'000 | 291'081 | 100'000 | 50'732 | 19'446 | 31.64% | 31.65% |
21.02.2020 | 7.87% | 0.13 | 0.14 | 390'000 | 200'000 | 413'269 | 120'726 | 50'447 | 16'143 | 100.00% | 100.00% |
20.02.2020 | 8.70% | 0.11 | 0.12 | 200'000 | 200'000 | 121'423 | 121'423 | 13'357 | 14'571 | 100.00% | 100.00% |
19.02.2020 | 8.70% | 0.11 | 0.12 | 200'000 | 200'000 | 121'135 | 121'135 | 13'325 | 14'536 | 100.00% | 100.00% |
18.02.2020 | 8.12% | 0.12 | 0.13 | 420'000 | 200'000 | 426'930 | 122'501 | 50'435 | 15'579 | 99.75% | 99.75% |
17.02.2020 | 8.70% | 0.11 | 0.12 | 100'000 | 100'000 | 100'000 | 100'000 | 11'000 | 12'000 | 100.00% | 100.00% |
14.02.2020 | 8.69% | 0.11 | 0.12 | 460'000 | 200'000 | 429'596 | 121'362 | 47'283 | 14'577 | 100.00% | 100.00% |