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 | 4.10% | 0.35 | 0.37 | 20'000 | 20'000 | 17'474 | 17'474 | 8'887 | 9'238 | 90.38% | 90.38% |
12.03.2020 | 3.51% | 0.39 | 0.41 | 20'000 | 20'000 | 19'120 | 19'120 | 11'449 | 11'842 | 84.03% | 84.08% |
11.03.2020 | 1.00% | 0.93 | 0.94 | 20'000 | 20'000 | 20'000 | 20'000 | 19'953 | 20'153 | 97.39% | 97.39% |
10.03.2020 | 0.89% | 1.05 | 1.06 | 20'000 | 20'000 | 20'000 | 20'000 | 22'414 | 22'614 | 95.31% | 95.31% |
09.03.2020 | 1.49% | 1.00 | 1.01 | 20'000 | 20'000 | 17'826 | 17'826 | 18'689 | 18'959 | 95.37% | 95.37% |
06.03.2020 | 0.73% | 1.36 | 1.37 | 40'000 | 40'000 | 40'000 | 40'000 | 54'982 | 55'382 | 98.26% | 98.26% |
05.03.2020 | 0.64% | 1.53 | 1.54 | 40'000 | 40'000 | 40'000 | 40'000 | 61'996 | 62'396 | 100.00% | 100.00% |
04.03.2020 | 0.62% | 1.61 | 1.62 | 40'000 | 40'000 | 40'000 | 39'992 | 64'582 | 64'968 | 100.00% | 100.00% |
03.03.2020 | 0.63% | 1.56 | 1.57 | 40'000 | 40'000 | 40'000 | 40'000 | 63'656 | 64'056 | 98.70% | 98.74% |