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 | - | - |
21.02.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20.02.2020 | 1.50% | 0.58 | 0.59 | 510'000 | 510'000 | 510'000 | 510'000 | 338'734 | 343'834 | 100.00% | 100.00% |
19.02.2020 | 1.48% | 0.71 | 0.72 | 540'000 | 540'000 | 539'991 | 540'000 | 361'771 | 367'178 | 99.99% | 99.99% |
18.02.2020 | 2.01% | 0.50 | 0.51 | 540'000 | 540'000 | 540'000 | 540'000 | 267'514 | 272'914 | 92.39% | 92.39% |
17.02.2020 | 1.84% | 0.56 | 0.57 | 550'000 | 550'000 | 550'000 | 550'000 | 296'323 | 301'823 | 100.00% | 100.00% |
14.02.2020 | 2.07% | 0.50 | 0.51 | 610'000 | 610'000 | 610'000 | 610'000 | 292'757 | 298'857 | 97.98% | 97.98% |
13.02.2020 | 2.80% | 0.38 | 0.39 | 610'000 | 610'000 | 609'999 | 609'997 | 215'598 | 221'697 | 96.08% | 96.08% |
12.02.2020 | 2.30% | 0.40 | 0.41 | 610'000 | 610'000 | 610'000 | 610'000 | 261'933 | 268'033 | 98.50% | 98.50% |
11.02.2020 | 2.29% | 0.45 | 0.46 | 700'000 | 700'000 | 699'996 | 700'000 | 302'272 | 309'274 | 100.00% | 100.00% |