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 | 2.35% | 0.37 | 0.38 | 63'000 | 63'000 | 63'000 | 63'000 | 26'756 | 27'386 | 98.54% | 98.54% |
10.03.2020 | 2.01% | 0.40 | 0.41 | 63'000 | 63'000 | 63'000 | 63'000 | 31'552 | 32'182 | 98.96% | 98.96% |
09.03.2020 | 3.95% | 0.42 | 0.43 | 63'000 | 63'000 | 56'344 | 56'344 | 22'427 | 23'280 | 96.46% | 96.46% |
06.03.2020 | 1.38% | 0.70 | 0.71 | 125'000 | 125'000 | 125'000 | 125'000 | 90'445 | 91'695 | 98.20% | 98.20% |
05.03.2020 | 1.12% | 0.89 | 0.90 | 125'000 | 125'000 | 125'000 | 125'000 | 111'001 | 112'251 | 100.00% | 100.00% |
04.03.2020 | 1.01% | 0.96 | 0.97 | 125'000 | 125'000 | 125'000 | 125'000 | 122'781 | 124'031 | 100.00% | 100.00% |
03.03.2020 | 0.96% | 0.99 | 1.00 | 125'000 | 125'000 | 125'000 | 125'000 | 129'265 | 130'515 | 99.10% | 99.10% |
02.03.2020 | 1.09% | 0.94 | 0.95 | 125'000 | 125'000 | 125'000 | 125'000 | 114'808 | 116'058 | 100.00% | 100.00% |
28.02.2020 | 1.62% | 0.91 | 0.92 | 125'000 | 125'000 | 74'885 | 74'885 | 70'061 | 71'148 | 98.78% | 98.78% |