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 | 0.59% | 1.51 | 1.52 | 125'000 | 125'000 | 124'979 | 124'997 | 210'182 | 211'462 | 98.99% | 98.99% |
26.02.2020 | 0.58% | 1.59 | 1.60 | 125'000 | 125'000 | 124'990 | 124'974 | 214'201 | 215'424 | 99.55% | 99.55% |
25.02.2020 | 0.48% | 1.98 | 1.99 | 125'000 | 125'000 | 124'999 | 124'951 | 259'084 | 260'235 | 98.37% | 98.37% |
24.02.2020 | 0.41% | 2.44 | 2.45 | 125'000 | 125'000 | 124'857 | 124'414 | 306'046 | 306'167 | 99.88% | 100.00% |
21.02.2020 | 0.45% | 2.20 | 2.21 | 125'000 | 125'000 | 124'908 | 124'916 | 277'793 | 279'059 | 99.58% | 99.58% |
20.02.2020 | 0.50% | 2.06 | 2.07 | 125'000 | 125'000 | 124'953 | 124'948 | 251'188 | 252'428 | 99.82% | 99.82% |
19.02.2020 | 0.49% | 1.97 | 1.98 | 125'000 | 125'000 | 124'984 | 124'906 | 254'185 | 255'279 | 100.00% | 100.00% |
18.02.2020 | 0.61% | 1.89 | 1.90 | 125'000 | 125'000 | 124'631 | 124'971 | 204'684 | 206'469 | 89.52% | 89.52% |
17.02.2020 | 0.66% | 1.51 | 1.52 | 125'000 | 125'000 | 125'000 | 124'736 | 187'664 | 188'514 | 99.97% | 99.97% |