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 | 10.73% | 0.10 | 0.11 | 500'000 | 100'000 | 458'244 | 100'000 | 49'967 | 12'209 | 100.00% | 100.00% |
20.02.2020 | 7.16% | 0.16 | 0.18 | 320'000 | 100'000 | 293'476 | 100'000 | 50'852 | 18'653 | 100.00% | 100.00% |
19.02.2020 | 7.21% | 0.18 | 0.20 | 280'000 | 100'000 | 296'809 | 100'000 | 50'895 | 18'483 | 100.00% | 100.00% |
18.02.2020 | 7.41% | 0.16 | 0.17 | 320'000 | 100'000 | 333'126 | 100'000 | 50'901 | 16'528 | 100.00% | 100.00% |
17.02.2020 | 4.46% | 0.21 | 0.22 | 240'000 | 100'000 | 230'406 | 100'000 | 50'555 | 22'959 | 100.00% | 100.00% |
14.02.2020 | 4.47% | 0.21 | 0.22 | 240'000 | 100'000 | 216'081 | 100'000 | 50'488 | 24'459 | 100.00% | 100.00% |
13.02.2020 | 4.92% | 0.22 | 0.24 | 230'000 | 100'000 | 228'527 | 100'000 | 50'522 | 23'264 | 100.00% | 100.00% |
12.02.2020 | 4.23% | 0.24 | 0.25 | 210'000 | 100'000 | 210'019 | 100'000 | 50'367 | 25'034 | 100.00% | 100.00% |
11.02.2020 | 4.74% | 0.21 | 0.22 | 240'000 | 100'000 | 244'609 | 100'000 | 50'364 | 21'626 | 97.33% | 97.33% |