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 | 0.77% | 0.87 | 1.24 | 33'333 | 100'000 | 100'000 | 100'000 | 130'653 | 131'653 | 23.90% | 69.62% |
12.03.2020 | 0.59% | 0.72 | 1.66 | 100'000 | 100'000 | 100'000 | 100'000 | 169'567 | 170'567 | 45.34% | 74.37% |
11.03.2020 | 0.60% | 3.32 | 3.34 | 50'000 | 50'000 | 75'930 | 75'930 | 262'455 | 264'020 | 100.00% | 100.00% |
10.03.2020 | 0.27% | 3.35 | 3.36 | 100'000 | 100'000 | 100'000 | 100'000 | 372'423 | 373'423 | 99.86% | 99.86% |
09.03.2020 | 0.67% | 3.67 | 3.69 | 50'000 | 50'000 | 50'000 | 50'000 | 175'854 | 177'044 | 28.12% | 28.12% |
06.03.2020 | 0.22% | 4.62 | 4.63 | 100'000 | 100'000 | 100'000 | 100'000 | 462'235 | 463'235 | 99.97% | 99.97% |
05.03.2020 | 0.18% | 5.68 | 5.69 | 100'000 | 100'000 | 100'000 | 100'000 | 562'430 | 563'430 | 99.90% | 99.90% |
04.03.2020 | 0.18% | 5.60 | 5.61 | 100'000 | 100'000 | 100'000 | 100'000 | 560'218 | 561'218 | 99.98% | 99.98% |
03.03.2020 | 0.17% | 5.54 | 5.55 | 100'000 | 100'000 | 100'000 | 100'000 | 581'503 | 582'503 | 100.00% | 100.00% |