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 | - | - |
13.03.2020 | 11.78% | 0.10 | 0.15 | 98'000 | 98'000 | 95'514 | 95'452 | 15'650 | 17'546 | 61.00% | 99.68% |
12.03.2020 | 12.83% | 0.09 | 0.14 | 98'000 | 98'000 | 92'869 | 92'794 | 14'413 | 16'322 | 76.99% | 95.47% |
11.03.2020 | 3.20% | 0.29 | 0.30 | 98'000 | 98'000 | 97'996 | 97'737 | 30'243 | 31'150 | 99.52% | 99.52% |
10.03.2020 | 2.91% | 0.29 | 0.30 | 98'000 | 98'000 | 97'932 | 97'736 | 33'503 | 34'419 | 97.13% | 97.13% |
09.03.2020 | 5.81% | 0.26 | 0.27 | 98'000 | 98'000 | 87'371 | 87'043 | 23'180 | 24'410 | 95.77% | 95.77% |
06.03.2020 | 2.30% | 0.44 | 0.45 | 195'000 | 195'000 | 195'000 | 194'931 | 83'984 | 85'904 | 98.14% | 98.14% |
05.03.2020 | 1.94% | 0.51 | 0.52 | 195'000 | 195'000 | 195'000 | 194'992 | 99'491 | 101'437 | 99.35% | 99.35% |
04.03.2020 | 1.71% | 0.56 | 0.57 | 195'000 | 195'000 | 195'000 | 195'000 | 112'896 | 114'846 | 98.55% | 98.55% |
03.03.2020 | 1.58% | 0.59 | 0.60 | 195'000 | 195'000 | 195'000 | 195'000 | 122'637 | 124'587 | 97.22% | 97.22% |