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 | - | - |
27.02.2020 | 3.84% | 0.28 | 0.29 | 180'000 | 100'000 | 176'937 | 100'000 | 51'355 | 30'680 | 96.91% | 96.91% |
26.02.2020 | 3.03% | 0.39 | 0.41 | 130'000 | 100'000 | 144'519 | 100'000 | 51'859 | 37'283 | 100.00% | 100.00% |
25.02.2020 | 2.36% | 0.40 | 0.41 | 130'000 | 100'000 | 115'304 | 100'000 | 52'305 | 46'572 | 99.46% | 99.46% |
24.02.2020 | 2.28% | 0.45 | 0.46 | 120'000 | 100'000 | 114'202 | 100'000 | 52'075 | 46'775 | 98.52% | 98.52% |
21.02.2020 | 1.77% | 0.62 | 0.63 | 100'000 | 100'000 | 100'000 | 100'000 | 63'536 | 64'672 | 100.00% | 100.00% |
20.02.2020 | 1.81% | 0.67 | 0.69 | 100'000 | 100'000 | 99'882 | 99'882 | 65'058 | 66'245 | 100.00% | 100.00% |
19.02.2020 | 1.66% | 0.65 | 0.66 | 100'000 | 100'000 | 100'000 | 100'000 | 64'146 | 65'218 | 100.00% | 100.00% |
18.02.2020 | 1.69% | 0.60 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 61'538 | 62'586 | 100.00% | 100.00% |
17.02.2020 | 1.57% | 0.64 | 0.65 | 100'000 | 100'000 | 100'000 | 100'000 | 65'212 | 66'247 | 100.00% | 100.00% |