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 | - | - |
12.03.2020 | - | 0.03 | 0.93 | 100'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 66.72% |
11.03.2020 | 3.49% | 1.67 | 1.73 | 100'000 | 100'000 | 100'000 | 100'000 | 169'588 | 175'588 | 98.86% | 98.86% |
10.03.2020 | 3.02% | 1.66 | 1.72 | 100'000 | 100'000 | 100'000 | 100'000 | 198'762 | 204'762 | 96.12% | 96.12% |
09.03.2020 | 4.63% | 1.58 | 1.64 | 100'000 | 100'000 | 88'652 | 88'652 | 123'613 | 129'411 | 96.42% | 96.42% |
06.03.2020 | 2.28% | 2.55 | 2.61 | 200'000 | 200'000 | 200'000 | 200'000 | 520'550 | 532'550 | 97.86% | 97.86% |
05.03.2020 | 1.87% | 3.16 | 3.22 | 200'000 | 200'000 | 200'000 | 200'000 | 634'569 | 646'569 | 100.00% | 100.00% |
04.03.2020 | 1.79% | 3.25 | 3.31 | 200'000 | 200'000 | 200'000 | 200'000 | 663'345 | 675'345 | 100.00% | 100.00% |
03.03.2020 | 1.76% | 3.25 | 3.31 | 200'000 | 200'000 | 200'000 | 200'000 | 674'187 | 686'187 | 97.67% | 97.67% |
02.03.2020 | 1.90% | 3.20 | 3.26 | 200'000 | 200'000 | 200'000 | 200'000 | 628'380 | 640'380 | 95.90% | 95.90% |