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 | 0.46% | 2.07 | 2.08 | 250'000 | 250'000 | 250'000 | 250'000 | 545'840 | 548'340 | 99.96% | 99.96% |
10.03.2020 | 0.41% | 2.12 | 2.13 | 250'000 | 250'000 | 250'000 | 249'996 | 623'898 | 626'390 | 97.24% | 97.24% |
09.03.2020 | 0.58% | 2.43 | 2.44 | 250'000 | 250'000 | 238'317 | 238'290 | 545'296 | 548'254 | 31.83% | 31.83% |
06.03.2020 | 0.30% | 3.36 | 3.37 | 500'000 | 500'000 | 500'000 | 500'000 | 1'682'300 | 1'687'300 | 99.18% | 99.18% |
05.03.2020 | 0.23% | 4.42 | 4.43 | 500'000 | 500'000 | 500'000 | 500'000 | 2'173'250 | 2'178'250 | 100.00% | 100.00% |
04.03.2020 | 0.23% | 4.32 | 4.33 | 500'000 | 500'000 | 500'000 | 325'691 | 2'161'000 | 1'420'280 | 100.00% | 100.00% |
03.03.2020 | 0.25% | 4.25 | 4.26 | 500'000 | 10'000 | 500'000 | 305'946 | 2'255'980 | 1'393'640 | 92.88% | 92.88% |
02.03.2020 | 0.88% | 3.79 | 3.82 | 500'000 | 500'000 | 500'000 | 500'000 | 1'711'010 | 1'726'010 | 95.78% | 95.78% |
28.02.2020 | 1.13% | 2.87 | 2.90 | 500'000 | 500'000 | 287'084 | 287'084 | 889'416 | 899'436 | 91.87% | 91.87% |