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 | 3.53% | 0.62 | 0.96 | 50'000 | 50'000 | 40'475 | 40'751 | 65'999 | 68'279 | 76.76% | 89.13% |
12.03.2020 | 2.95% | 0.70 | 1.20 | 25'000 | 25'000 | 85'624 | 85'624 | 159'015 | 162'631 | 85.66% | 98.44% |
11.03.2020 | 1.11% | 3.44 | 3.48 | 100'000 | 100'000 | 99'996 | 99'996 | 359'264 | 363'265 | 99.79% | 99.79% |
10.03.2020 | 0.48% | 3.72 | 3.74 | 150'000 | 150'000 | 149'988 | 149'988 | 625'098 | 628'098 | 93.31% | 93.31% |
09.03.2020 | - | 4.03 | - | 25'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 74.30% |
06.03.2020 | 0.35% | 5.68 | 5.70 | 150'000 | 150'000 | 150'000 | 149'763 | 859'552 | 861'141 | 98.60% | 99.41% |
05.03.2020 | 0.30% | 6.67 | 6.69 | 150'000 | 150'000 | 150'000 | 150'000 | 992'314 | 995'314 | 94.31% | 94.31% |
04.03.2020 | 0.34% | 6.89 | 6.91 | 150'000 | 150'000 | 139'190 | 139'190 | 966'815 | 969'743 | 99.95% | 99.95% |
03.03.2020 | 0.29% | 6.76 | 6.78 | 150'000 | 150'000 | 150'000 | 150'000 | 1'050'350 | 1'053'350 | 95.25% | 95.25% |