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 | 2.59% | 0.71 | 0.73 | 100'000 | 100'000 | 151'853 | 151'853 | 123'353 | 126'483 | 99.99% | 99.99% |
10.03.2020 | 0.95% | 0.84 | 0.85 | 200'000 | 200'000 | 200'000 | 200'000 | 215'439 | 217'439 | 99.88% | 99.88% |
09.03.2020 | 2.76% | 1.03 | 1.05 | 100'000 | 100'000 | 100'000 | 99'996 | 100'224 | 103'015 | 98.25% | 98.25% |
06.03.2020 | 0.54% | 1.82 | 1.83 | 200'000 | 200'000 | 200'000 | 200'000 | 370'595 | 372'595 | 100.00% | 100.00% |
05.03.2020 | 0.44% | 2.32 | 2.33 | 200'000 | 200'000 | 200'000 | 200'000 | 458'041 | 460'041 | 99.98% | 99.98% |
04.03.2020 | 0.41% | 2.43 | 2.44 | 200'000 | 200'000 | 200'000 | 200'000 | 491'523 | 493'523 | 99.95% | 99.95% |
03.03.2020 | 0.40% | 2.36 | 2.37 | 200'000 | 200'000 | 200'000 | 200'000 | 497'040 | 499'040 | 99.87% | 99.87% |
02.03.2020 | 0.46% | 2.27 | 2.28 | 200'000 | 200'000 | 200'000 | 200'000 | 433'674 | 435'674 | 99.71% | 99.71% |
28.02.2020 | 0.45% | 2.11 | 2.12 | 200'000 | 200'000 | 200'000 | 200'000 | 442'003 | 444'003 | 99.74% | 99.74% |