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 | - | - |
11.03.2020 | 0.84% | 1.10 | 1.11 | 100'000 | 100'000 | 100'000 | 100'000 | 119'417 | 120'417 | 79.18% | 79.18% |
10.03.2020 | 0.61% | 1.26 | 1.27 | 100'000 | 100'000 | 100'000 | 100'000 | 167'272 | 168'272 | 77.76% | 77.76% |
09.03.2020 | 1.10% | 1.42 | 1.43 | 100'000 | 100'000 | 88'087 | 88'087 | 133'343 | 134'770 | 48.15% | 48.15% |
06.03.2020 | 0.35% | 2.76 | 2.77 | 200'000 | 200'000 | 200'000 | 200'000 | 570'535 | 572'535 | 85.30% | 85.30% |
05.03.2020 | 0.29% | 3.52 | 3.53 | 200'000 | 200'000 | 200'000 | 200'000 | 700'077 | 702'077 | 99.78% | 99.78% |
04.03.2020 | 0.27% | 3.72 | 3.73 | 200'000 | 200'000 | 199'999 | 200'000 | 746'846 | 748'848 | 82.60% | 82.60% |
03.03.2020 | 0.27% | 3.58 | 3.59 | 200'000 | 200'000 | 199'999 | 199'998 | 743'256 | 745'252 | 81.69% | 81.69% |
02.03.2020 | 0.31% | 3.41 | 3.42 | 200'000 | 200'000 | 200'000 | 200'000 | 654'582 | 656'582 | 80.73% | 80.73% |
28.02.2020 | 0.46% | 3.15 | 3.16 | 200'000 | 200'000 | 117'542 | 117'542 | 383'478 | 385'179 | 78.34% | 78.34% |