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 | - | - |
17.02.2020 | 8.46% | 0.12 | 0.13 | 50'000 | 50'000 | 50'000 | 50'000 | 5'664 | 6'164 | 96.76% | 96.76% |
14.02.2020 | 4.85% | 0.12 | 0.13 | 100'000 | 100'000 | 73'337 | 73'337 | 14'749 | 15'483 | 99.31% | 99.31% |
13.02.2020 | 3.62% | 0.20 | 0.21 | 100'000 | 100'000 | 73'410 | 73'410 | 19'838 | 20'572 | 97.11% | 97.11% |
12.02.2020 | 3.19% | 0.30 | 0.31 | 100'000 | 100'000 | 73'945 | 73'945 | 22'601 | 23'340 | 96.92% | 96.92% |
11.02.2020 | 3.02% | 0.32 | 0.33 | 100'000 | 100'000 | 73'306 | 73'306 | 23'762 | 24'495 | 98.70% | 98.70% |
07.02.2020 | 2.98% | 0.37 | 0.38 | 100'000 | 100'000 | 73'426 | 73'426 | 24'390 | 25'125 | 98.93% | 98.93% |
06.02.2020 | 2.63% | 0.36 | 0.37 | 100'000 | 100'000 | 73'351 | 73'351 | 27'365 | 28'099 | 99.39% | 99.39% |
05.02.2020 | 2.44% | 0.38 | 0.39 | 100'000 | 100'000 | 73'225 | 73'225 | 29'578 | 30'311 | 97.34% | 97.34% |
04.02.2020 | 2.54% | 0.45 | 0.46 | 100'000 | 100'000 | 73'218 | 73'218 | 29'052 | 29'784 | 99.07% | 99.07% |