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 | - | - |
18.03.2020 | 2.13% | 0.38 | 0.39 | 40'000 | 40'000 | 40'000 | 40'000 | 22'300 | 22'785 | 98.45% | 98.68% |
17.03.2020 | 2.04% | 1.23 | 1.25 | 40'000 | 40'000 | 40'000 | 40'000 | 39'410 | 40'210 | 95.60% | 95.60% |
13.03.2020 | 1.04% | 1.52 | 1.54 | 40'000 | 40'000 | 35'269 | 35'269 | 69'192 | 69'902 | 94.70% | 94.70% |
12.03.2020 | 0.99% | 1.72 | 1.74 | 40'000 | 40'000 | 38'304 | 38'304 | 80'819 | 81'607 | 95.55% | 95.55% |
11.03.2020 | 0.35% | 2.82 | 2.83 | 40'000 | 40'000 | 40'000 | 40'000 | 115'690 | 116'090 | 98.95% | 98.95% |
10.03.2020 | 0.33% | 2.87 | 2.88 | 40'000 | 40'000 | 40'000 | 40'000 | 122'929 | 123'329 | 97.01% | 97.01% |
09.03.2020 | 0.55% | 2.88 | 2.89 | 40'000 | 40'000 | 35'638 | 35'638 | 103'688 | 104'231 | 98.56% | 98.56% |
06.03.2020 | 0.28% | 3.60 | 3.61 | 80'000 | 80'000 | 80'000 | 80'000 | 280'636 | 281'436 | 98.65% | 98.65% |
05.03.2020 | 0.26% | 3.81 | 3.82 | 80'000 | 80'000 | 80'000 | 80'000 | 303'275 | 304'075 | 98.95% | 98.95% |