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 | - | - |
18.03.2020 | - | 0.78 | - | 250'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 34.08% |
17.03.2020 | 1.46% | 1.96 | 1.98 | 125'000 | 125'000 | 125'000 | 124'998 | 171'614 | 174'112 | 49.56% | 91.48% |
13.03.2020 | 0.85% | 2.10 | 2.12 | 125'000 | 125'000 | 103'975 | 103'981 | 246'074 | 248'173 | 59.12% | 59.12% |
12.03.2020 | 0.82% | 1.95 | 1.97 | 125'000 | 125'000 | 117'225 | 117'223 | 306'849 | 309'288 | 59.26% | 59.26% |
11.03.2020 | 0.22% | 4.50 | 4.51 | 125'000 | 125'000 | 124'997 | 125'000 | 575'433 | 576'699 | 89.51% | 89.51% |
10.03.2020 | 0.20% | 4.54 | 4.55 | 125'000 | 125'000 | 125'000 | 125'000 | 616'617 | 617'867 | 88.96% | 88.96% |
09.03.2020 | 0.28% | 4.82 | 4.83 | 125'000 | 125'000 | 117'954 | 117'953 | 552'297 | 553'752 | 26.40% | 26.40% |
06.03.2020 | 0.17% | 5.79 | 5.80 | 250'000 | 250'000 | 249'998 | 249'991 | 1'446'300 | 1'448'760 | 99.39% | 99.39% |
05.03.2020 | 0.15% | 6.87 | 6.88 | 250'000 | 250'000 | 250'000 | 250'000 | 1'702'290 | 1'704'790 | 99.71% | 99.71% |