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 | 4.23% | 0.21 | 0.22 | 63'000 | 63'000 | 63'000 | 63'000 | 14'746 | 15'376 | 98.65% | 98.65% |
10.03.2020 | 3.56% | 0.22 | 0.23 | 63'000 | 63'000 | 63'000 | 63'000 | 17'879 | 18'509 | 98.96% | 98.96% |
09.03.2020 | 7.29% | 0.24 | 0.25 | 63'000 | 63'000 | 56'348 | 56'348 | 12'250 | 13'103 | 96.53% | 96.53% |
06.03.2020 | 2.02% | 0.47 | 0.48 | 125'000 | 125'000 | 125'000 | 125'000 | 61'480 | 62'730 | 98.21% | 98.21% |
05.03.2020 | 1.51% | 0.66 | 0.67 | 125'000 | 125'000 | 125'000 | 125'000 | 82'251 | 83'501 | 100.00% | 100.00% |
04.03.2020 | 1.32% | 0.73 | 0.74 | 125'000 | 125'000 | 125'000 | 125'000 | 94'028 | 95'278 | 100.00% | 100.00% |
03.03.2020 | 1.24% | 0.76 | 0.77 | 125'000 | 125'000 | 125'000 | 125'000 | 100'515 | 101'765 | 99.14% | 99.14% |
02.03.2020 | 1.45% | 0.71 | 0.72 | 125'000 | 125'000 | 125'000 | 125'000 | 86'058 | 87'308 | 100.00% | 100.00% |
28.02.2020 | 2.14% | 0.68 | 0.69 | 125'000 | 125'000 | 74'903 | 74'903 | 52'851 | 53'937 | 98.89% | 98.89% |