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 | - | - |
11.03.2020 | 1.66% | 0.54 | 0.55 | 40'000 | 40'000 | 40'000 | 40'000 | 23'934 | 24'334 | 99.85% | 99.85% |
10.03.2020 | 1.47% | 0.57 | 0.58 | 40'000 | 40'000 | 40'000 | 40'000 | 27'386 | 27'786 | 98.90% | 98.90% |
09.03.2020 | 2.53% | 0.60 | 0.61 | 40'000 | 40'000 | 35'674 | 35'674 | 21'871 | 22'413 | 96.24% | 96.24% |
06.03.2020 | 1.07% | 0.90 | 0.91 | 80'000 | 80'000 | 80'000 | 80'000 | 74'634 | 75'434 | 97.35% | 97.35% |
05.03.2020 | 0.93% | 1.07 | 1.08 | 80'000 | 80'000 | 80'000 | 80'000 | 86'046 | 86'846 | 99.23% | 99.23% |
04.03.2020 | 0.85% | 1.15 | 1.16 | 80'000 | 80'000 | 80'000 | 80'000 | 93'348 | 94'148 | 98.35% | 98.35% |
03.03.2020 | 0.82% | 1.15 | 1.16 | 80'000 | 80'000 | 80'000 | 80'000 | 97'780 | 98'580 | 97.16% | 97.16% |
02.03.2020 | 0.91% | 1.13 | 1.14 | 80'000 | 80'000 | 80'000 | 80'000 | 87'631 | 88'431 | 99.83% | 99.83% |
28.02.2020 | 1.41% | 1.03 | 1.04 | 80'000 | 80'000 | 47'704 | 47'704 | 51'212 | 51'903 | 97.68% | 97.68% |