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 | 6.78% | 0.17 | 0.18 | 300'000 | 100'000 | 341'219 | 100'000 | 50'837 | 16'088 | 100.00% | 100.00% |
25.02.2020 | 5.61% | 0.16 | 0.17 | 320'000 | 100'000 | 277'370 | 100'000 | 50'877 | 19'471 | 100.00% | 100.00% |
24.02.2020 | 5.72% | 0.20 | 0.21 | 250'000 | 100'000 | 270'305 | 100'000 | 50'754 | 19'947 | 99.00% | 99.00% |
21.02.2020 | 3.25% | 0.34 | 0.35 | 150'000 | 100'000 | 150'454 | 100'000 | 51'893 | 35'667 | 100.00% | 100.00% |
20.02.2020 | 2.78% | 0.40 | 0.41 | 130'000 | 100'000 | 128'343 | 100'000 | 52'499 | 42'073 | 100.00% | 100.00% |
19.02.2020 | 2.82% | 0.42 | 0.43 | 120'000 | 100'000 | 127'445 | 100'000 | 51'895 | 41'910 | 100.00% | 100.00% |
18.02.2020 | 2.52% | 0.39 | 0.40 | 130'000 | 100'000 | 132'850 | 100'000 | 51'962 | 40'146 | 100.00% | 100.00% |
17.02.2020 | 2.29% | 0.45 | 0.46 | 120'000 | 100'000 | 116'268 | 100'000 | 52'759 | 46'455 | 100.00% | 100.00% |
14.02.2020 | 2.18% | 0.45 | 0.46 | 120'000 | 100'000 | 110'591 | 100'000 | 51'794 | 47'875 | 100.00% | 100.00% |