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 | - | - |
13.03.2020 | 0.60% | 1.38 | 1.62 | 33'333 | 100'000 | 48'981 | 48'981 | 83'310 | 83'799 | 59.61% | 70.72% |
12.03.2020 | 0.53% | 1.22 | 1.33 | 75'000 | 75'000 | 48'605 | 48'605 | 82'031 | 82'517 | 70.78% | 74.65% |
11.03.2020 | 0.52% | 3.81 | 3.83 | 50'000 | 50'000 | 30'301 | 30'301 | 116'834 | 117'449 | 99.99% | 99.99% |
10.03.2020 | 0.24% | 3.85 | 3.86 | 100'000 | 100'000 | 47'610 | 47'610 | 191'412 | 191'888 | 99.28% | 99.28% |
09.03.2020 | 0.59% | 4.16 | 4.18 | 50'000 | 50'000 | 48'294 | 48'294 | 193'185 | 194'310 | 30.59% | 30.59% |
06.03.2020 | 0.20% | 5.11 | 5.12 | 100'000 | 100'000 | 37'683 | 37'683 | 192'315 | 192'692 | 98.70% | 98.70% |
05.03.2020 | 0.16% | 6.18 | 6.19 | 100'000 | 100'000 | 37'456 | 37'456 | 227'602 | 227'976 | 100.00% | 100.00% |
04.03.2020 | 0.16% | 6.10 | 6.11 | 100'000 | 100'000 | 37'490 | 37'490 | 228'636 | 229'011 | 99.92% | 99.92% |
03.03.2020 | 0.16% | 6.02 | 6.03 | 100'000 | 100'000 | 37'457 | 37'457 | 236'338 | 236'713 | 99.96% | 99.96% |