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 | - | - |
03.03.2020 | 31.41% | 0.07 | 0.10 | 50'000 | 50'000 | 50'000 | 50'000 | 4'335 | 5'893 | 85.75% | 85.75% |
02.03.2020 | 41.04% | 0.08 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 3'795 | 5'324 | 99.84% | 99.84% |
28.02.2020 | 22.58% | 0.12 | 0.16 | 50'000 | 50'000 | 50'000 | 50'000 | 6'143 | 7'695 | 97.16% | 97.16% |
27.02.2020 | 4.78% | 0.23 | 0.24 | 220'000 | 100'000 | 230'744 | 100'000 | 50'534 | 23'178 | 98.88% | 98.88% |
26.02.2020 | 3.95% | 0.30 | 0.31 | 170'000 | 100'000 | 187'625 | 100'000 | 51'138 | 28'431 | 100.00% | 100.00% |
25.02.2020 | 3.79% | 0.29 | 0.30 | 180'000 | 100'000 | 169'226 | 100'000 | 51'949 | 31'925 | 100.00% | 100.00% |
24.02.2020 | 3.58% | 0.32 | 0.33 | 160'000 | 100'000 | 166'477 | 100'000 | 51'787 | 32'277 | 99.00% | 99.00% |
21.02.2020 | 2.27% | 0.46 | 0.47 | 110'000 | 100'000 | 110'905 | 100'000 | 51'993 | 47'972 | 100.00% | 100.00% |
20.02.2020 | 1.99% | 0.52 | 0.53 | 100'000 | 100'000 | 100'000 | 100'000 | 53'296 | 54'366 | 100.00% | 100.00% |