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 | - | - |
13.03.2020 | 8.90% | 0.47 | 0.52 | 12'500 | 12'500 | 12'500 | 12'500 | 6'870 | 7'495 | 99.96% | 99.96% |
12.03.2020 | 8.27% | 0.47 | 0.52 | 12'500 | 12'500 | 12'500 | 12'500 | 7'283 | 7'908 | 87.31% | 87.31% |
11.03.2020 | 5.29% | 0.85 | 0.90 | 12'500 | 12'500 | 12'500 | 12'500 | 11'541 | 12'166 | 93.51% | 93.51% |
10.03.2020 | 4.24% | 0.99 | 1.04 | 12'500 | 12'500 | 12'500 | 12'500 | 14'494 | 15'119 | 97.76% | 97.76% |
09.03.2020 | 4.70% | 1.09 | 1.14 | 12'500 | 12'500 | 12'500 | 12'500 | 12'994 | 13'619 | 65.59% | 65.59% |
06.03.2020 | 3.02% | 1.31 | 1.35 | 25'000 | 25'000 | 25'000 | 25'000 | 32'615 | 33'615 | 100.00% | 100.00% |
05.03.2020 | 2.81% | 1.43 | 1.47 | 25'000 | 25'000 | 25'000 | 25'000 | 35'087 | 36'087 | 82.53% | 82.53% |
04.03.2020 | 2.66% | 1.48 | 1.52 | 25'000 | 25'000 | 25'000 | 25'000 | 37'171 | 38'171 | 99.88% | 99.88% |
03.03.2020 | 2.80% | 1.45 | 1.49 | 25'000 | 25'000 | 25'000 | 25'000 | 35'200 | 36'200 | 99.10% | 99.10% |