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 | - | 0.44 | - | 120'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.91% |
25.02.2020 | - | 0.29 | - | 180'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 94.89% |
24.02.2020 | 11.87% | 0.18 | 0.22 | 280'000 | 50'000 | 311'495 | 50'000 | 51'014 | 9'251 | 21.69% | 21.69% |
21.02.2020 | 18.40% | 0.10 | 0.12 | 500'000 | 100'000 | 495'883 | 55'827 | 49'032 | 6'700 | 89.69% | 89.69% |
20.02.2020 | 10.53% | 0.09 | 0.10 | 100'000 | 100'000 | 60'715 | 60'715 | 5'464 | 6'071 | 100.00% | 100.00% |
19.02.2020 | 10.53% | 0.09 | 0.10 | 100'000 | 100'000 | 101'307 | 60'559 | 9'118 | 6'056 | 100.00% | 100.00% |
18.02.2020 | 9.51% | 0.10 | 0.11 | 500'000 | 100'000 | 499'206 | 60'626 | 50'012 | 6'679 | 100.00% | 100.00% |
17.02.2020 | 10.53% | 0.09 | 0.10 | 50'000 | 50'000 | 50'000 | 50'000 | 4'500 | 5'000 | 100.00% | 100.00% |
14.02.2020 | 9.52% | 0.10 | 0.11 | 500'000 | 100'000 | 500'000 | 60'681 | 50'000 | 6'675 | 100.00% | 100.00% |