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 | 111.46% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 996'538 | 999'915 | 6'286 | 20'695 | 51.13% | 90.65% |
20.02.2020 | 98.81% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 6'986 | 20'000 | 98.47% | 98.47% |
19.02.2020 | 45.21% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'870 | 999'886 | 18'032 | 28'031 | 97.57% | 97.57% |
18.02.2020 | 15.66% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'997 | 1'000'000 | 60'879 | 70'879 | 87.95% | 87.95% |
17.02.2020 | 20.66% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'996 | 999'998 | 43'865 | 53'865 | 99.90% | 99.90% |
14.02.2020 | 12.97% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 999'992 | 72'830 | 82'830 | 100.00% | 100.00% |
13.02.2020 | 7.61% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'897 | 1'000'000 | 131'025 | 141'039 | 94.25% | 94.25% |
12.02.2020 | 9.36% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'983 | 999'940 | 102'366 | 112'361 | 97.25% | 97.25% |
11.02.2020 | 5.19% | 0.16 | 0.17 | 980'000 | 980'000 | 980'000 | 979'959 | 185'723 | 195'515 | 99.49% | 99.49% |