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 | 9.49% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 100'528 | 110'528 | 96.35% | 96.35% |
20.02.2020 | 10.33% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 92'170 | 102'170 | 98.83% | 98.83% |
19.02.2020 | 12.78% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 74'121 | 84'121 | 99.44% | 99.44% |
18.02.2020 | 16.28% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'708 | 66'708 | 90.65% | 90.65% |
17.02.2020 | 14.03% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 66'706 | 76'706 | 99.61% | 99.61% |
14.02.2020 | 23.79% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'093 | 49'093 | 99.10% | 99.10% |
13.02.2020 | 56.53% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'356 | 23'356 | 95.48% | 95.48% |
12.02.2020 | 15.07% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 61'834 | 71'834 | 99.16% | 99.16% |
11.02.2020 | 11.54% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 81'781 | 91'781 | 99.50% | 99.50% |