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 | - | - |
20.03.2020 | 0.43% | 1.66 | 2.00 | 125'000 | 125'000 | 124'999 | 125'000 | 296'144 | 297'396 | 69.09% | 80.11% |
19.03.2020 | 0.58% | 1.90 | 1.91 | 125'000 | 125'000 | 124'994 | 124'997 | 218'371 | 219'627 | 72.03% | 85.34% |
18.03.2020 | 0.55% | 1.74 | 1.75 | 125'000 | 125'000 | 125'000 | 124'939 | 229'471 | 230'604 | 27.44% | 27.44% |
17.03.2020 | 0.91% | 3.25 | 3.27 | 62'500 | 62'500 | 62'484 | 62'499 | 139'310 | 140'600 | 48.56% | 48.56% |
13.03.2020 | 0.63% | 2.94 | 2.96 | 62'500 | 62'500 | 51'594 | 51'595 | 166'741 | 167'780 | 44.25% | 44.25% |
12.03.2020 | 0.61% | 2.77 | 2.79 | 62'500 | 62'500 | 58'839 | 58'836 | 208'230 | 209'446 | 62.31% | 62.31% |
11.03.2020 | 0.18% | 5.41 | 5.42 | 62'500 | 62'500 | 62'500 | 62'500 | 339'557 | 340'182 | 80.04% | 80.04% |
10.03.2020 | 0.17% | 5.38 | 5.39 | 62'500 | 62'500 | 62'500 | 62'500 | 363'594 | 364'220 | 80.88% | 80.88% |
09.03.2020 | 0.24% | 5.66 | 5.67 | 62'500 | 62'500 | 59'431 | 59'430 | 325'627 | 326'372 | 30.41% | 30.41% |