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 | - | - |
19.02.2021 | 2.19% | 0.66 | 0.67 | 200'000 | 200'000 | 89'886 | 89'886 | 62'184 | 63'295 | 98.84% | 98.84% |
18.02.2021 | 2.37% | 0.64 | 0.65 | 200'000 | 200'000 | 89'552 | 89'552 | 57'055 | 58'165 | 98.78% | 98.78% |
17.02.2021 | 2.46% | 0.56 | 0.57 | 200'000 | 200'000 | 88'082 | 88'082 | 55'556 | 56'653 | 99.05% | 99.05% |
16.02.2021 | 2.59% | 0.76 | 0.77 | 100'000 | 100'000 | 45'168 | 45'168 | 38'776 | 39'565 | 97.91% | 97.91% |
15.02.2021 | 3.26% | 0.91 | 0.94 | 20'000 | 20'000 | 20'000 | 20'000 | 18'122 | 18'722 | 98.33% | 98.33% |
12.02.2021 | 2.92% | 0.77 | 0.78 | 100'000 | 100'000 | 44'820 | 44'820 | 33'804 | 34'591 | 99.06% | 99.06% |
11.02.2021 | 1.78% | 0.83 | 0.84 | 100'000 | 100'000 | 113'741 | 113'741 | 98'060 | 99'517 | 99.16% | 99.16% |
10.02.2021 | 1.37% | 0.88 | 0.89 | 300'000 | 300'000 | 134'455 | 134'455 | 139'632 | 141'296 | 99.33% | 99.33% |
09.02.2021 | 1.23% | 1.15 | 1.16 | 300'000 | 300'000 | 134'616 | 134'616 | 163'306 | 164'971 | 99.12% | 99.12% |