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 | 5.29% | 0.25 | 0.31 | 63'000 | 63'000 | 60'317 | 60'317 | 23'065 | 24'271 | 67.16% | 99.66% |
12.03.2020 | 5.40% | 0.25 | 0.31 | 63'000 | 63'000 | 60'153 | 60'153 | 23'113 | 24'354 | 88.54% | 99.27% |
11.03.2020 | 1.37% | 0.68 | 0.69 | 63'000 | 63'000 | 63'000 | 63'000 | 45'901 | 46'531 | 98.66% | 98.66% |
10.03.2020 | 1.24% | 0.71 | 0.72 | 63'000 | 63'000 | 63'000 | 63'000 | 50'711 | 51'341 | 98.98% | 98.98% |
09.03.2020 | 2.25% | 0.73 | 0.74 | 63'000 | 63'000 | 56'350 | 56'352 | 39'536 | 40'390 | 96.59% | 96.59% |
06.03.2020 | 0.97% | 1.00 | 1.01 | 125'000 | 125'000 | 125'000 | 125'000 | 128'217 | 129'467 | 98.32% | 98.32% |
05.03.2020 | 0.84% | 1.19 | 1.20 | 125'000 | 125'000 | 125'000 | 125'000 | 148'757 | 150'007 | 100.00% | 100.00% |
04.03.2020 | 0.77% | 1.26 | 1.27 | 125'000 | 125'000 | 125'000 | 125'000 | 160'761 | 162'011 | 100.00% | 100.00% |
03.03.2020 | 0.74% | 1.29 | 1.30 | 125'000 | 125'000 | 125'000 | 125'000 | 167'252 | 168'502 | 99.07% | 99.07% |