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 | 7.90% | 0.20 | 0.22 | 98'000 | 98'000 | 86'565 | 86'562 | 22'996 | 24'740 | 100.00% | 100.00% |
12.03.2020 | 7.51% | 0.18 | 0.20 | 100'513 | 100'513 | 96'321 | 96'299 | 26'494 | 28'471 | 96.64% | 96.64% |
11.03.2020 | 2.18% | 0.44 | 0.45 | 100'513 | 100'513 | 100'513 | 100'513 | 45'770 | 46'775 | 99.84% | 99.84% |
10.03.2020 | 2.03% | 0.44 | 0.45 | 100'513 | 100'513 | 100'510 | 100'509 | 49'160 | 50'164 | 98.88% | 98.88% |
09.03.2020 | 3.77% | 0.41 | 0.42 | 100'513 | 100'513 | 89'662 | 89'406 | 36'944 | 38'194 | 95.37% | 95.37% |
06.03.2020 | 1.71% | 0.58 | 0.59 | 200'000 | 200'000 | 200'000 | 199'997 | 115'696 | 117'694 | 97.94% | 97.94% |
05.03.2020 | 1.51% | 0.65 | 0.66 | 200'000 | 200'000 | 200'000 | 199'985 | 131'614 | 133'604 | 99.16% | 99.16% |
04.03.2020 | 1.37% | 0.71 | 0.72 | 200'000 | 200'000 | 200'000 | 200'000 | 145'331 | 147'331 | 98.33% | 98.33% |
03.03.2020 | 1.28% | 0.73 | 0.74 | 200'000 | 200'000 | 200'000 | 199'999 | 155'297 | 157'296 | 97.09% | 97.09% |