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 | 0.94% | 1.56 | 1.96 | 80'000 | 80'000 | 80'000 | 80'000 | 169'379 | 170'979 | 33.57% | 99.45% |
19.03.2020 | 1.03% | 1.82 | 1.93 | 40'000 | 40'000 | 40'000 | 40'000 | 77'595 | 78'395 | 4.09% | 95.93% |
18.03.2020 | 2.40% | 1.58 | 2.03 | 40'000 | 40'000 | 40'000 | 40'000 | 82'301 | 84'301 | 3.83% | 33.60% |
17.03.2020 | 1.35% | 3.28 | 3.31 | 80'000 | 80'000 | 80'000 | 80'000 | 179'114 | 181'514 | 88.61% | 95.99% |
13.03.2020 | 0.38% | 2.98 | 3.01 | 26'667 | 26'667 | 73'886 | 73'886 | 247'591 | 248'391 | 71.12% | 71.12% |
12.03.2020 | 0.28% | 2.81 | 2.82 | 80'000 | 80'000 | 80'000 | 80'000 | 289'092 | 289'892 | 74.92% | 74.92% |
11.03.2020 | 0.36% | 5.69 | 5.71 | 40'000 | 40'000 | 60'742 | 60'742 | 349'478 | 350'730 | 100.00% | 100.00% |
10.03.2020 | 0.16% | 5.65 | 5.66 | 80'000 | 80'000 | 80'000 | 80'000 | 487'977 | 488'777 | 99.86% | 99.86% |
09.03.2020 | 0.40% | 6.02 | 6.04 | 40'000 | 40'000 | 40'000 | 40'000 | 233'421 | 234'361 | 31.03% | 31.03% |