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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 90.47% |
20.02.2020 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.66% |
19.02.2020 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 2.23% | 97.82% |
18.02.2020 | 53.77% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'996 | 14'320 | 24'375 | 88.47% | 88.47% |
17.02.2020 | 84.86% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'557 | 20'381 | 99.93% | 99.93% |
14.02.2020 | 34.12% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'903 | 1'000'000 | 24'911 | 34'913 | 100.00% | 100.00% |
13.02.2020 | 17.98% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'942 | 999'984 | 53'336 | 63'339 | 94.71% | 94.71% |
12.02.2020 | 22.27% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 999'999 | 40'126 | 50'126 | 97.91% | 97.91% |
11.02.2020 | 12.29% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'998 | 999'993 | 77'709 | 87'709 | 99.47% | 99.47% |