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 | - | 0.15 | - | 340'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.91% |
25.02.2020 | - | 0.14 | - | 360'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 94.89% |
24.02.2020 | 23.27% | 0.09 | 0.13 | 50'000 | 50'000 | 50'000 | 50'000 | 3'929 | 4'968 | 21.71% | 21.71% |
21.02.2020 | 28.57% | 0.06 | 0.08 | 100'000 | 100'000 | 56'163 | 56'163 | 3'370 | 4'493 | 89.79% | 89.79% |
20.02.2020 | 15.35% | 0.06 | 0.07 | 100'000 | 100'000 | 60'715 | 60'715 | 3'661 | 4'269 | 100.00% | 100.00% |
19.02.2020 | 15.38% | 0.06 | 0.07 | 100'000 | 100'000 | 60'558 | 60'558 | 3'634 | 4'239 | 100.00% | 100.00% |
18.02.2020 | 13.33% | 0.07 | 0.08 | 100'000 | 100'000 | 60'668 | 60'668 | 4'247 | 4'853 | 100.00% | 100.00% |
17.02.2020 | 14.86% | 0.06 | 0.07 | 50'000 | 50'000 | 50'000 | 50'000 | 3'127 | 3'627 | 100.00% | 100.00% |
14.02.2020 | 13.33% | 0.07 | 0.08 | 100'000 | 100'000 | 60'682 | 60'682 | 4'248 | 4'855 | 100.00% | 100.00% |