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 | - | 1.48 | - | 250'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 36.72% |
25.02.2020 | - | 1.58 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 88.45% |
24.02.2020 | 0.59% | 1.61 | 1.71 | 500'000 | 250'000 | 250'000 | 250'000 | 426'071 | 428'571 | 4.33% | 5.08% |
21.02.2020 | 0.69% | 1.50 | 1.51 | 500'000 | 500'000 | 301'999 | 301'999 | 440'054 | 443'074 | 94.46% | 94.46% |
20.02.2020 | 0.70% | 1.42 | 1.43 | 500'000 | 500'000 | 298'595 | 298'595 | 423'040 | 426'026 | 91.87% | 91.87% |
19.02.2020 | 0.74% | 1.35 | 1.36 | 500'000 | 500'000 | 308'861 | 308'861 | 416'537 | 419'626 | 87.17% | 87.17% |
18.02.2020 | 0.84% | 1.26 | 1.27 | 500'000 | 500'000 | 314'251 | 314'251 | 376'404 | 379'546 | 74.15% | 74.15% |
17.02.2020 | 0.88% | 1.14 | 1.15 | 250'000 | 250'000 | 250'000 | 250'000 | 283'750 | 286'250 | 98.70% | 98.70% |
14.02.2020 | 0.97% | 1.13 | 1.14 | 500'000 | 500'000 | 304'804 | 304'804 | 314'802 | 317'850 | 91.69% | 91.69% |