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 | 5.54% | 0.13 | 0.31 | 20'000 | 20'000 | 19'911 | 19'914 | 7'105 | 7'504 | 44.77% | 90.32% |
12.03.2020 | 4.77% | 0.20 | 0.30 | 20'000 | 20'000 | 18'799 | 18'799 | 8'253 | 8'644 | 61.97% | 86.61% |
11.03.2020 | 1.28% | 0.72 | 0.73 | 20'000 | 20'000 | 20'000 | 20'000 | 15'590 | 15'790 | 97.39% | 97.39% |
10.03.2020 | 1.11% | 0.83 | 0.84 | 20'000 | 20'000 | 20'000 | 20'000 | 18'043 | 18'243 | 90.39% | 90.40% |
09.03.2020 | 1.86% | 0.78 | 0.79 | 20'000 | 20'000 | 17'792 | 17'792 | 14'866 | 15'136 | 93.85% | 93.85% |
06.03.2020 | 0.86% | 1.14 | 1.15 | 40'000 | 40'000 | 40'000 | 40'000 | 46'467 | 46'867 | 98.22% | 98.22% |
05.03.2020 | 0.75% | 1.32 | 1.33 | 40'000 | 40'000 | 40'000 | 40'000 | 53'502 | 53'902 | 100.00% | 100.00% |
04.03.2020 | 0.71% | 1.39 | 1.40 | 40'000 | 40'000 | 40'000 | 40'000 | 56'032 | 56'432 | 100.00% | 100.00% |
03.03.2020 | 0.73% | 1.35 | 1.36 | 40'000 | 40'000 | 40'000 | 40'000 | 54'977 | 55'377 | 98.79% | 98.79% |