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 | - | - |
09.03.2020 | - | 6.92 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 18.45% |
06.03.2020 | - | 7.70 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.67% |
05.03.2020 | - | 8.53 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 86.31% |
04.03.2020 | - | 8.71 | 8.61 | 150'000 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 91.32% |
03.03.2020 | 0.41% | 8.53 | 8.57 | 150'000 | 150'000 | 150'000 | 150'000 | 1'298'760 | 1'304'080 | 93.85% | 93.85% |
02.03.2020 | 0.36% | 8.13 | 8.16 | 150'000 | 150'000 | 200'067 | 200'067 | 1'613'600 | 1'618'680 | 89.22% | 89.22% |
28.02.2020 | 0.44% | 7.78 | 7.82 | 150'000 | 150'000 | 151'375 | 151'375 | 1'199'120 | 1'204'430 | 87.43% | 87.43% |
27.02.2020 | 0.17% | 8.68 | 8.69 | 300'000 | 300'000 | 300'000 | 300'000 | 2'615'460 | 2'620'000 | 81.27% | 81.27% |
26.02.2020 | 0.16% | 9.18 | 9.20 | 300'000 | 300'000 | 300'000 | 300'000 | 2'707'270 | 2'711'720 | 69.66% | 69.66% |