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 | - | - |
12.03.2020 | 3.64% | 0.48 | 1.22 | 94'000 | 94'000 | 89'615 | 89'608 | 148'752 | 154'171 | 55.79% | 74.10% |
11.03.2020 | 0.52% | 3.16 | 3.18 | 94'000 | 94'000 | 94'000 | 94'000 | 311'146 | 312'735 | 85.81% | 85.81% |
10.03.2020 | 0.26% | 3.32 | 3.33 | 94'000 | 94'000 | 94'000 | 94'000 | 369'054 | 369'994 | 90.06% | 90.06% |
09.03.2020 | 0.73% | 3.80 | 3.81 | 94'000 | 94'000 | 84'357 | 84'357 | 312'738 | 314'816 | 79.24% | 79.24% |
06.03.2020 | 0.37% | 5.37 | 5.39 | 187'500 | 187'500 | 187'500 | 187'500 | 1'013'160 | 1'016'910 | 92.89% | 92.89% |
05.03.2020 | 0.28% | 6.34 | 6.36 | 187'500 | 187'500 | 187'500 | 187'500 | 1'180'090 | 1'183'410 | 98.90% | 98.90% |
04.03.2020 | 0.15% | 6.54 | 6.55 | 187'500 | 187'500 | 187'500 | 187'500 | 1'244'460 | 1'246'340 | 95.76% | 95.76% |
03.03.2020 | 0.15% | 6.44 | 6.45 | 187'500 | 187'500 | 187'500 | 187'500 | 1'253'560 | 1'255'440 | 73.13% | 73.13% |
02.03.2020 | 0.17% | 6.20 | 6.21 | 187'500 | 187'500 | 187'500 | 187'500 | 1'136'210 | 1'138'080 | 73.33% | 73.33% |