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 | 0.67% | 0.73 | 1.43 | 26'667 | 80'000 | 80'000 | 80'000 | 118'670 | 119'470 | 2.61% | 70.97% |
12.03.2020 | - | 0.57 | - | 75'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 74.68% |
11.03.2020 | 0.62% | 3.26 | 3.28 | 40'000 | 40'000 | 26'864 | 26'864 | 87'153 | 87'699 | 100.00% | 100.00% |
10.03.2020 | 0.28% | 3.22 | 3.23 | 80'000 | 80'000 | 40'583 | 40'583 | 139'405 | 139'811 | 99.97% | 99.97% |
09.03.2020 | 0.70% | 3.54 | 3.56 | 40'000 | 40'000 | 38'868 | 38'868 | 130'354 | 131'260 | 30.99% | 30.99% |
06.03.2020 | 0.21% | 4.71 | 4.72 | 80'000 | 80'000 | 33'313 | 33'313 | 156'861 | 157'194 | 98.33% | 98.33% |
05.03.2020 | 0.17% | 6.01 | 6.02 | 80'000 | 80'000 | 33'427 | 33'427 | 194'899 | 195'233 | 97.60% | 97.60% |
04.03.2020 | 0.17% | 5.82 | 5.83 | 80'000 | 80'000 | 33'289 | 33'289 | 193'990 | 194'323 | 98.64% | 98.64% |
03.03.2020 | 0.16% | 5.86 | 5.87 | 80'000 | 80'000 | 33'101 | 33'101 | 203'328 | 203'659 | 100.00% | 100.00% |