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 | 12.01% | 0.25 | 0.29 | 50'000 | 50'000 | 50'000 | 50'000 | 16'410 | 18'460 | 38.08% | 38.08% |
10.03.2020 | 10.39% | 0.28 | 0.32 | 50'000 | 50'000 | 50'000 | 50'000 | 19'245 | 21'295 | 83.78% | 83.78% |
09.03.2020 | 15.39% | 0.31 | 0.35 | 50'000 | 50'000 | 53'083 | 53'083 | 13'178 | 15'293 | 72.38% | 72.38% |
06.03.2020 | 5.30% | 0.54 | 0.57 | 100'000 | 100'000 | 100'000 | 100'000 | 57'145 | 60'245 | 79.95% | 79.95% |
05.03.2020 | 4.20% | 0.73 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 72'468 | 75'568 | 82.49% | 82.49% |
04.03.2020 | 3.68% | 0.80 | 0.83 | 100'000 | 100'000 | 100'000 | 100'000 | 82'648 | 85'748 | 96.28% | 96.28% |
03.03.2020 | 3.47% | 0.83 | 0.86 | 100'000 | 100'000 | 100'000 | 100'000 | 87'777 | 90'877 | 86.17% | 86.17% |
02.03.2020 | 4.01% | 0.79 | 0.82 | 100'000 | 100'000 | 100'000 | 100'000 | 76'128 | 79'228 | 80.08% | 80.08% |
28.02.2020 | 3.86% | 0.76 | 0.79 | 100'000 | 100'000 | 100'287 | 100'287 | 78'947 | 82'045 | 93.30% | 93.30% |