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 | 2.73% | 0.41 | 0.43 | 125'000 | 125'000 | 109'641 | 109'642 | 82'365 | 84'569 | 95.39% | 95.39% |
12.03.2020 | 1.94% | 0.77 | 0.79 | 125'000 | 125'000 | 119'879 | 119'884 | 130'613 | 133'083 | 97.34% | 97.34% |
11.03.2020 | 0.71% | 1.37 | 1.38 | 125'000 | 125'000 | 125'000 | 124'999 | 175'778 | 177'027 | 99.76% | 99.76% |
10.03.2020 | 0.70% | 1.38 | 1.39 | 125'000 | 125'000 | 125'000 | 125'000 | 178'233 | 179'483 | 99.25% | 99.25% |
09.03.2020 | 1.19% | 1.36 | 1.37 | 125'000 | 125'000 | 111'266 | 111'266 | 149'577 | 151'280 | 99.03% | 99.03% |
06.03.2020 | 0.62% | 1.53 | 1.54 | 250'000 | 250'000 | 250'000 | 250'000 | 403'785 | 406'285 | 98.93% | 98.93% |
05.03.2020 | 0.63% | 1.60 | 1.61 | 250'000 | 250'000 | 249'999 | 250'000 | 395'712 | 398'214 | 100.00% | 100.00% |
04.03.2020 | 0.64% | 1.52 | 1.53 | 250'000 | 250'000 | 250'000 | 250'000 | 390'153 | 392'653 | 100.00% | 100.00% |
03.03.2020 | 0.71% | 1.61 | 1.62 | 250'000 | 250'000 | 250'000 | 249'986 | 354'182 | 356'658 | 99.11% | 99.23% |