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 | - | - |
06.03.2020 | 1.15% | 0.89 | 0.90 | 200'000 | 200'000 | 200'000 | 200'000 | 176'721 | 178'721 | 91.95% | 96.48% |
05.03.2020 | 0.68% | 1.66 | 1.67 | 200'000 | 200'000 | 200'000 | 200'000 | 294'003 | 296'003 | 99.99% | 99.99% |
04.03.2020 | 0.67% | 1.46 | 1.47 | 200'000 | 200'000 | 200'000 | 200'000 | 296'763 | 298'763 | 97.72% | 97.72% |
03.03.2020 | 0.58% | 1.56 | 1.57 | 200'000 | 200'000 | 200'000 | 200'000 | 342'020 | 344'020 | 99.76% | 99.76% |
02.03.2020 | 0.99% | 1.27 | 1.28 | 200'000 | 200'000 | 200'000 | 200'000 | 203'975 | 205'975 | 98.29% | 98.29% |
28.02.2020 | 2.55% | 0.53 | 0.67 | 200'000 | 200'000 | 200'000 | 200'000 | 113'253 | 115'993 | 91.45% | 98.18% |
27.02.2020 | 0.68% | 1.41 | 1.42 | 200'000 | 200'000 | 200'000 | 200'000 | 295'418 | 297'418 | 100.00% | 100.00% |
26.02.2020 | 0.57% | 1.97 | 1.98 | 200'000 | 200'000 | 200'000 | 200'000 | 352'898 | 354'898 | 99.95% | 99.95% |
25.02.2020 | 0.44% | 1.98 | 1.99 | 200'000 | 200'000 | 200'000 | 200'000 | 452'286 | 454'286 | 100.00% | 100.00% |