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 | - | - |
17.03.2020 | 6.06% | 0.38 | 0.40 | 66'667 | 66'667 | 69'482 | 69'261 | 22'567 | 23'877 | 100.00% | 100.00% |
13.03.2020 | 3.89% | 0.63 | 0.66 | 100'000 | 100'000 | 100'000 | 100'000 | 76'085 | 79'084 | 100.00% | 100.00% |
12.03.2020 | 3.89% | 0.61 | 0.65 | 100'000 | 100'000 | 100'000 | 100'000 | 65'814 | 68'417 | 100.00% | 100.00% |
11.03.2020 | 1.10% | 0.91 | 0.92 | 200'000 | 200'000 | 199'991 | 199'862 | 181'192 | 183'073 | 99.00% | 99.00% |
10.03.2020 | 2.06% | 0.96 | 0.98 | 100'000 | 100'000 | 99'987 | 100'000 | 96'419 | 98'431 | 99.46% | 99.46% |
09.03.2020 | 3.38% | 0.98 | 1.01 | 200'000 | 200'000 | 200'000 | 199'987 | 175'644 | 181'633 | 98.49% | 98.49% |
06.03.2020 | 0.50% | 1.79 | 1.80 | 200'000 | 200'000 | 200'000 | 199'999 | 402'128 | 404'126 | 97.99% | 97.99% |
05.03.2020 | 0.43% | 2.36 | 2.37 | 200'000 | 200'000 | 200'000 | 200'000 | 467'383 | 469'383 | 99.97% | 99.97% |
04.03.2020 | 0.40% | 2.45 | 2.46 | 200'000 | 200'000 | 200'000 | 200'000 | 495'267 | 497'267 | 99.96% | 99.96% |