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 | - | - |
11.03.2020 | 1.35% | 1.16 | 1.18 | 188'000 | 188'000 | 187'994 | 188'000 | 244'927 | 248'114 | 85.64% | 85.64% |
10.03.2020 | 0.54% | 1.34 | 1.35 | 188'000 | 188'000 | 187'993 | 187'995 | 358'083 | 359'960 | 89.94% | 89.94% |
09.03.2020 | 1.55% | 1.78 | 1.79 | 188'000 | 188'000 | 168'722 | 168'577 | 285'209 | 289'085 | 78.71% | 78.71% |
06.03.2020 | 0.59% | 3.36 | 3.38 | 375'000 | 375'000 | 375'000 | 374'998 | 1'275'190 | 1'282'680 | 92.58% | 92.58% |
05.03.2020 | 0.42% | 4.33 | 4.35 | 375'000 | 375'000 | 375'000 | 375'000 | 1'604'170 | 1'610'810 | 99.47% | 99.47% |
04.03.2020 | 0.22% | 4.53 | 4.54 | 375'000 | 375'000 | 374'920 | 375'000 | 1'733'140 | 1'737'270 | 95.70% | 95.70% |
03.03.2020 | 0.21% | 4.56 | 4.57 | 375'000 | 375'000 | 375'000 | 375'000 | 1'752'090 | 1'755'840 | 70.68% | 70.68% |
02.03.2020 | 0.25% | 4.18 | 4.19 | 372'500 | 375'000 | 374'982 | 374'998 | 1'514'690 | 1'518'510 | 72.32% | 72.32% |
28.02.2020 | 0.37% | 3.91 | 3.92 | 375'000 | 375'000 | 212'687 | 212'677 | 874'188 | 877'293 | 54.51% | 54.51% |