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 | - | - |
25.02.2020 | 8.29% | 0.08 | 0.09 | 500'000 | 100'000 | 380'494 | 100'000 | 50'173 | 14'710 | 99.54% | 99.54% |
24.02.2020 | 7.41% | 0.13 | 0.14 | 390'000 | 100'000 | 371'990 | 100'000 | 50'577 | 14'976 | 98.52% | 98.52% |
21.02.2020 | 3.63% | 0.30 | 0.31 | 170'000 | 100'000 | 164'046 | 100'000 | 51'993 | 32'944 | 98.02% | 98.02% |
20.02.2020 | 3.33% | 0.36 | 0.37 | 140'000 | 100'000 | 155'079 | 99'882 | 51'626 | 34'452 | 100.00% | 100.00% |
19.02.2020 | 3.29% | 0.33 | 0.34 | 160'000 | 100'000 | 160'563 | 100'000 | 51'856 | 33'405 | 100.00% | 100.00% |
18.02.2020 | 3.47% | 0.28 | 0.29 | 180'000 | 100'000 | 174'934 | 100'000 | 51'919 | 30'751 | 100.00% | 100.00% |
17.02.2020 | 3.07% | 0.33 | 0.34 | 160'000 | 100'000 | 154'487 | 100'000 | 51'551 | 34'460 | 100.00% | 100.00% |
14.02.2020 | 3.11% | 0.36 | 0.38 | 140'000 | 100'000 | 147'807 | 100'000 | 51'348 | 35'949 | 100.00% | 100.00% |
13.02.2020 | 3.60% | 0.31 | 0.32 | 170'000 | 100'000 | 180'607 | 100'000 | 51'636 | 29'774 | 100.00% | 100.00% |