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 | 3.57% | 0.77 | 1.20 | 188'000 | 188'000 | 168'080 | 168'078 | 296'210 | 306'312 | 49.95% | 69.42% |
12.03.2020 | 3.22% | 0.83 | 1.25 | 94'000 | 94'000 | 90'452 | 90'413 | 173'613 | 179'022 | 69.50% | 74.11% |
11.03.2020 | 0.46% | 3.57 | 3.59 | 94'000 | 94'000 | 93'998 | 93'999 | 350'123 | 351'716 | 85.93% | 85.93% |
10.03.2020 | 0.23% | 3.72 | 3.73 | 94'000 | 94'000 | 94'000 | 94'000 | 408'147 | 409'087 | 90.00% | 90.00% |
09.03.2020 | 0.66% | 4.22 | 4.23 | 94'000 | 94'000 | 84'351 | 84'350 | 347'586 | 349'666 | 79.69% | 79.69% |
06.03.2020 | 0.34% | 5.77 | 5.79 | 187'500 | 187'500 | 187'500 | 187'487 | 1'091'150 | 1'094'830 | 93.58% | 93.58% |
05.03.2020 | 0.26% | 6.76 | 6.78 | 187'500 | 187'500 | 187'500 | 187'500 | 1'258'270 | 1'261'590 | 99.39% | 99.39% |
04.03.2020 | 0.14% | 6.96 | 6.97 | 187'500 | 187'500 | 187'500 | 187'500 | 1'322'730 | 1'324'610 | 95.68% | 95.68% |
03.03.2020 | 0.14% | 6.86 | 6.87 | 187'500 | 187'500 | 187'500 | 187'500 | 1'331'760 | 1'333'630 | 73.06% | 73.06% |