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 | 5.42% | 0.41 | 0.43 | 250'000 | 250'000 | 249'993 | 249'789 | 90'396 | 95'316 | 96.70% | 96.70% |
13.03.2020 | 2.52% | 0.67 | 0.69 | 250'000 | 250'000 | 220'680 | 220'660 | 175'832 | 180'261 | 99.96% | 99.96% |
12.03.2020 | 2.98% | 0.66 | 0.68 | 250'000 | 250'000 | 239'862 | 239'861 | 166'155 | 171'084 | 99.99% | 99.99% |
11.03.2020 | 1.05% | 0.95 | 0.96 | 250'000 | 250'000 | 249'994 | 249'994 | 236'926 | 239'425 | 98.76% | 98.76% |
10.03.2020 | 0.99% | 1.00 | 1.01 | 250'000 | 250'000 | 249'993 | 249'993 | 251'842 | 254'342 | 98.58% | 98.58% |
09.03.2020 | 1.73% | 1.05 | 1.06 | 250'000 | 250'000 | 222'555 | 222'447 | 208'030 | 211'334 | 99.37% | 99.37% |
06.03.2020 | 0.48% | 1.83 | 1.84 | 500'000 | 500'000 | 500'000 | 499'996 | 1'033'870 | 1'038'860 | 98.63% | 98.63% |
05.03.2020 | 0.42% | 2.42 | 2.43 | 500'000 | 500'000 | 500'000 | 500'000 | 1'199'670 | 1'204'670 | 100.00% | 100.00% |
04.03.2020 | 0.39% | 2.51 | 2.52 | 500'000 | 500'000 | 500'000 | 500'000 | 1'269'250 | 1'274'250 | 100.00% | 100.00% |