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 | - | - |
27.02.2020 | 6.18% | 0.16 | 0.17 | 80'000 | 80'000 | 80'000 | 80'000 | 12'772 | 13'572 | 91.70% | 91.70% |
26.02.2020 | 9.65% | 0.24 | 0.26 | 80'000 | 80'000 | 80'000 | 80'000 | 19'945 | 21'932 | 96.69% | 96.69% |
25.02.2020 | 3.21% | 0.27 | 0.28 | 80'000 | 80'000 | 80'000 | 80'000 | 24'578 | 25'378 | 97.85% | 97.85% |
24.02.2020 | 2.94% | 0.32 | 0.33 | 80'000 | 80'000 | 80'000 | 80'000 | 26'868 | 27'668 | 98.94% | 98.94% |
21.02.2020 | 1.95% | 0.50 | 0.51 | 80'000 | 80'000 | 80'000 | 80'000 | 40'680 | 41'480 | 96.16% | 96.16% |
20.02.2020 | 1.77% | 0.55 | 0.56 | 80'000 | 80'000 | 80'000 | 80'000 | 44'917 | 45'717 | 99.02% | 99.02% |
19.02.2020 | 1.73% | 0.57 | 0.58 | 80'000 | 80'000 | 80'000 | 80'000 | 45'961 | 46'761 | 99.20% | 99.20% |
18.02.2020 | 1.72% | 0.56 | 0.57 | 80'000 | 80'000 | 80'000 | 80'000 | 46'236 | 47'036 | 92.01% | 92.01% |
17.02.2020 | 1.69% | 0.60 | 0.61 | 80'000 | 80'000 | 80'000 | 80'000 | 46'820 | 47'620 | 98.42% | 98.42% |