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 | 8.19% | 0.12 | 0.13 | 590'000 | 590'000 | 589'844 | 590'000 | 71'457 | 77'380 | 90.34% | 90.34% |
20.02.2020 | 2.58% | 0.33 | 0.34 | 570'000 | 570'000 | 570'000 | 569'969 | 218'627 | 224'316 | 98.74% | 98.74% |
19.02.2020 | 2.65% | 0.42 | 0.43 | 790'000 | 790'000 | 790'000 | 790'000 | 295'754 | 303'654 | 97.86% | 97.86% |
18.02.2020 | 3.25% | 0.27 | 0.28 | 620'000 | 620'000 | 620'000 | 620'000 | 187'872 | 194'072 | 87.97% | 87.97% |
17.02.2020 | 2.24% | 0.47 | 0.48 | 700'000 | 700'000 | 700'000 | 700'000 | 308'579 | 315'579 | 99.89% | 99.89% |
14.02.2020 | 2.27% | 0.41 | 0.42 | 730'000 | 730'000 | 730'000 | 730'000 | 318'404 | 325'704 | 100.00% | 100.00% |
13.02.2020 | 3.10% | 0.38 | 0.39 | 700'000 | 700'000 | 699'990 | 699'982 | 227'153 | 234'152 | 94.91% | 94.91% |
12.02.2020 | 2.47% | 0.41 | 0.42 | 880'000 | 880'000 | 879'778 | 879'994 | 353'509 | 362'392 | 98.22% | 98.22% |
11.02.2020 | 3.73% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 999'941 | 999'999 | 265'231 | 275'248 | 99.55% | 99.55% |