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 | 0.72% | 28.70 | 28.91 | 2'500 | 2'500 | 2'500 | 2'500 | 73'253 | 73'784 | 97.50% | 97.50% |
17.03.2020 | 0.72% | 31.44 | 31.67 | 2'500 | 2'500 | 2'500 | 2'500 | 74'768 | 75'305 | 99.42% | 99.42% |
13.03.2020 | 0.71% | 33.79 | 34.03 | 2'500 | 2'500 | 2'500 | 2'500 | 87'804 | 88'433 | 80.23% | 80.23% |
12.03.2020 | 0.71% | 34.16 | 34.41 | 2'500 | 2'500 | 2'500 | 2'500 | 90'994 | 91'646 | 95.83% | 95.83% |
11.03.2020 | 0.72% | 40.18 | 40.47 | 2'500 | 2'500 | 2'500 | 2'500 | 101'076 | 101'802 | 68.69% | 68.69% |
10.03.2020 | 0.71% | 40.75 | 41.04 | 2'500 | 2'500 | 2'500 | 2'500 | 103'794 | 104'536 | 100.00% | 100.00% |
09.03.2020 | 0.71% | 40.31 | 40.60 | 2'500 | 2'500 | 2'500 | 2'500 | 102'680 | 103'416 | 71.98% | 71.98% |
06.03.2020 | 0.71% | 43.93 | 44.24 | 2'500 | 2'500 | 2'500 | 2'500 | 110'096 | 110'878 | 100.00% | 100.00% |
05.03.2020 | 0.71% | 45.54 | 45.86 | 2'500 | 2'500 | 2'500 | 2'500 | 114'509 | 115'325 | 100.00% | 100.00% |