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 | 3.45% | 0.61 | 0.65 | 300'000 | 300'000 | 300'000 | 300'000 | 380'370 | 392'370 | 87.71% | 87.71% |
12.03.2020 | 3.75% | 0.39 | 0.43 | 300'000 | 300'000 | 299'999 | 300'000 | 332'622 | 343'737 | 67.92% | 67.92% |
11.03.2020 | 1.41% | 2.33 | 2.36 | 300'000 | 300'000 | 300'000 | 300'000 | 738'629 | 749'087 | 95.50% | 95.50% |
10.03.2020 | 1.25% | 2.50 | 2.53 | 300'000 | 300'000 | 300'000 | 300'000 | 846'551 | 857'129 | 84.92% | 84.92% |
09.03.2020 | 1.41% | 2.49 | 2.52 | 300'000 | 300'000 | 300'000 | 300'000 | 738'763 | 749'228 | 55.52% | 55.52% |
06.03.2020 | 0.99% | 3.37 | 3.41 | 300'000 | 300'000 | 300'000 | 300'000 | 1'045'380 | 1'055'760 | 82.50% | 82.50% |
05.03.2020 | 0.84% | 4.20 | 4.23 | 300'000 | 300'000 | 300'000 | 300'000 | 1'260'220 | 1'270'900 | 83.27% | 83.27% |
04.03.2020 | 0.52% | 4.38 | 4.42 | 300'000 | 300'000 | 300'000 | 300'000 | 1'320'020 | 1'326'870 | 88.49% | 88.49% |
03.03.2020 | 0.82% | 4.20 | 4.24 | 300'000 | 300'000 | 300'000 | 300'000 | 1'298'450 | 1'309'090 | 94.98% | 94.98% |