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 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 3.98% | 90.63% |
20.02.2020 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'980 | 1'000'000 | 5'000 | 20'000 | 80.45% | 98.48% |
19.02.2020 | 76.91% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'857 | 1'000'000 | 9'159 | 20'175 | 97.58% | 97.58% |
18.02.2020 | 29.36% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'599 | 39'599 | 88.09% | 88.09% |
17.02.2020 | 40.12% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'213 | 30'213 | 99.91% | 99.91% |
14.02.2020 | 24.41% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'721 | 46'721 | 100.00% | 100.00% |
13.02.2020 | 12.72% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'997 | 77'414 | 87'414 | 94.36% | 94.36% |
12.02.2020 | 16.07% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'936 | 999'999 | 57'561 | 67'565 | 97.82% | 97.82% |
11.02.2020 | 8.66% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 999'969 | 112'247 | 122'243 | 99.53% | 99.53% |