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 | 10.43% | 0.29 | 0.33 | 50'000 | 50'000 | 50'000 | 50'000 | 19'686 | 21'736 | 95.86% | 95.86% |
12.03.2020 | 9.18% | 0.28 | 0.32 | 50'000 | 50'000 | 50'000 | 50'000 | 21'907 | 23'957 | 86.54% | 86.54% |
11.03.2020 | 4.91% | 0.74 | 0.78 | 50'000 | 50'000 | 50'000 | 50'000 | 40'843 | 42'893 | 38.07% | 38.07% |
10.03.2020 | 4.61% | 0.76 | 0.80 | 50'000 | 50'000 | 50'000 | 50'000 | 43'645 | 45'695 | 83.77% | 83.77% |
09.03.2020 | 5.32% | 0.80 | 0.84 | 50'000 | 50'000 | 53'001 | 53'001 | 39'338 | 41'451 | 74.38% | 74.38% |
06.03.2020 | 2.87% | 1.03 | 1.07 | 100'000 | 100'000 | 100'000 | 100'000 | 106'445 | 109'545 | 79.95% | 79.95% |
05.03.2020 | 2.52% | 1.22 | 1.25 | 100'000 | 100'000 | 100'000 | 100'000 | 121'768 | 124'868 | 82.52% | 82.52% |
04.03.2020 | 2.33% | 1.29 | 1.32 | 100'000 | 100'000 | 100'000 | 100'000 | 131'805 | 134'905 | 100.00% | 100.00% |
03.03.2020 | 2.24% | 1.32 | 1.35 | 100'000 | 100'000 | 100'000 | 100'000 | 136'977 | 140'077 | 86.17% | 86.17% |