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 | 11.01% | 0.12 | 0.13 | 420'000 | 100'000 | 479'919 | 100'000 | 47'204 | 11'044 | 100.00% | 100.00% |
25.02.2020 | 7.53% | 0.11 | 0.12 | 460'000 | 100'000 | 380'668 | 100'000 | 50'556 | 14'414 | 100.00% | 100.00% |
24.02.2020 | 7.56% | 0.12 | 0.14 | 420'000 | 100'000 | 368'986 | 100'000 | 50'589 | 14'860 | 88.21% | 88.21% |
21.02.2020 | 3.33% | 0.29 | 0.30 | 180'000 | 100'000 | 174'272 | 100'000 | 51'404 | 30'527 | 100.00% | 100.00% |
20.02.2020 | 2.75% | 0.35 | 0.36 | 150'000 | 100'000 | 142'473 | 100'000 | 51'153 | 36'919 | 100.00% | 100.00% |
19.02.2020 | 3.21% | 0.37 | 0.38 | 140'000 | 100'000 | 144'099 | 100'000 | 51'467 | 36'910 | 100.00% | 100.00% |
18.02.2020 | 3.47% | 0.34 | 0.35 | 150'000 | 100'000 | 152'550 | 100'000 | 51'730 | 35'146 | 100.00% | 100.00% |
17.02.2020 | 2.75% | 0.40 | 0.41 | 130'000 | 100'000 | 129'280 | 100'000 | 52'065 | 41'404 | 100.00% | 100.00% |
14.02.2020 | 2.36% | 0.40 | 0.41 | 130'000 | 100'000 | 122'071 | 100'000 | 51'055 | 42'843 | 100.00% | 100.00% |