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 | 6.36% | 0.16 | 0.26 | 20'000 | 20'000 | 18'481 | 18'481 | 5'956 | 6'328 | 61.65% | 90.41% |
12.03.2020 | 5.56% | 0.19 | 0.25 | 20'000 | 20'000 | 19'081 | 19'081 | 7'308 | 7'701 | 80.58% | 86.71% |
11.03.2020 | 1.30% | 0.70 | 0.71 | 20'000 | 20'000 | 20'000 | 20'000 | 15'290 | 15'490 | 97.40% | 97.40% |
10.03.2020 | 1.12% | 0.82 | 0.83 | 20'000 | 20'000 | 20'000 | 20'000 | 17'753 | 17'953 | 95.26% | 95.26% |
09.03.2020 | 1.90% | 0.76 | 0.77 | 20'000 | 20'000 | 17'849 | 17'849 | 14'552 | 14'822 | 95.10% | 95.10% |
06.03.2020 | 0.87% | 1.12 | 1.13 | 40'000 | 40'000 | 40'000 | 40'000 | 45'668 | 46'068 | 97.95% | 97.95% |
05.03.2020 | 0.76% | 1.30 | 1.31 | 40'000 | 40'000 | 40'000 | 40'000 | 52'778 | 53'178 | 100.00% | 100.00% |
04.03.2020 | 0.72% | 1.38 | 1.39 | 40'000 | 40'000 | 40'000 | 40'000 | 55'419 | 55'819 | 100.00% | 100.00% |
03.03.2020 | 0.73% | 1.33 | 1.34 | 40'000 | 40'000 | 40'000 | 40'000 | 54'326 | 54'726 | 98.86% | 98.86% |