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 | - | 0.40 | - | 130'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.93% |
25.02.2020 | - | 0.34 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 94.89% |
24.02.2020 | 8.27% | 0.25 | 0.29 | 200'000 | 50'000 | 209'689 | 50'000 | 50'346 | 13'054 | 21.70% | 21.70% |
21.02.2020 | 5.94% | 0.17 | 0.18 | 300'000 | 100'000 | 312'968 | 60'363 | 51'074 | 10'610 | 100.00% | 100.00% |
20.02.2020 | 6.07% | 0.16 | 0.17 | 320'000 | 100'000 | 320'573 | 60'698 | 51'194 | 10'290 | 100.00% | 100.00% |
19.02.2020 | 6.07% | 0.15 | 0.16 | 340'000 | 100'000 | 320'442 | 60'441 | 51'196 | 10'253 | 100.00% | 100.00% |
18.02.2020 | 5.73% | 0.17 | 0.18 | 300'000 | 100'000 | 300'743 | 60'578 | 51'007 | 10'867 | 100.00% | 100.00% |
17.02.2020 | 6.06% | 0.16 | 0.17 | 320'000 | 50'000 | 320'000 | 50'000 | 51'200 | 8'500 | 100.00% | 100.00% |
14.02.2020 | 5.96% | 0.16 | 0.17 | 320'000 | 100'000 | 314'419 | 60'681 | 51'144 | 10'503 | 100.00% | 100.00% |