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 | 2.85% | 0.56 | 0.57 | 20'000 | 20'000 | 17'476 | 17'476 | 12'590 | 12'942 | 90.41% | 90.41% |
12.03.2020 | 2.57% | 0.61 | 0.63 | 20'000 | 20'000 | 19'141 | 19'141 | 15'552 | 15'945 | 86.63% | 86.63% |
11.03.2020 | 0.82% | 1.15 | 1.16 | 20'000 | 20'000 | 20'000 | 20'000 | 24'208 | 24'408 | 97.40% | 97.40% |
10.03.2020 | 0.75% | 1.26 | 1.27 | 20'000 | 20'000 | 20'000 | 20'000 | 26'677 | 26'877 | 95.26% | 95.26% |
09.03.2020 | 1.24% | 1.21 | 1.22 | 20'000 | 20'000 | 17'847 | 17'847 | 22'512 | 22'782 | 95.10% | 95.10% |
06.03.2020 | 0.63% | 1.57 | 1.58 | 40'000 | 40'000 | 40'000 | 40'000 | 63'506 | 63'906 | 97.97% | 97.97% |
05.03.2020 | 0.57% | 1.74 | 1.75 | 40'000 | 40'000 | 40'000 | 40'000 | 70'618 | 71'018 | 100.00% | 100.00% |
04.03.2020 | 0.54% | 1.82 | 1.83 | 40'000 | 40'000 | 40'000 | 40'000 | 73'232 | 73'632 | 100.00% | 100.00% |
03.03.2020 | 0.55% | 1.78 | 1.79 | 40'000 | 40'000 | 40'000 | 40'000 | 72'178 | 72'578 | 98.86% | 98.86% |