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 | 3.06% | 0.42 | 0.45 | 20'000 | 20'000 | 17'337 | 17'337 | 11'689 | 12'038 | 82.74% | 91.66% |
12.03.2020 | 2.43% | 0.56 | 0.59 | 20'000 | 20'000 | 19'141 | 19'141 | 16'702 | 17'096 | 85.58% | 85.58% |
11.03.2020 | 0.68% | 1.38 | 1.39 | 20'000 | 20'000 | 20'000 | 20'000 | 29'582 | 29'782 | 97.76% | 97.76% |
10.03.2020 | 0.62% | 1.48 | 1.49 | 20'000 | 20'000 | 20'000 | 20'000 | 32'183 | 32'383 | 95.66% | 95.66% |
09.03.2020 | 0.96% | 1.75 | 1.76 | 20'000 | 20'000 | 17'793 | 17'793 | 29'201 | 29'470 | 93.82% | 93.82% |
06.03.2020 | 0.44% | 2.21 | 2.22 | 40'000 | 40'000 | 40'000 | 40'000 | 90'026 | 90'426 | 97.72% | 97.72% |
05.03.2020 | 0.41% | 2.52 | 2.53 | 40'000 | 40'000 | 40'000 | 40'000 | 98'446 | 98'846 | 98.69% | 98.69% |
04.03.2020 | 0.40% | 2.50 | 2.51 | 40'000 | 40'000 | 40'000 | 40'000 | 99'740 | 100'139 | 99.35% | 99.35% |
03.03.2020 | 0.40% | 2.30 | 2.31 | 40'000 | 40'000 | 40'000 | 40'000 | 99'952 | 100'352 | 94.58% | 94.58% |