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 | - | 0.48 | - | 33'333 | 0 | 0 | 0 | 0 | 0 | 0.00% | 70.95% |
12.03.2020 | 0.72% | 0.31 | 1.33 | 75'000 | 20'000 | 20'000 | 20'000 | 27'668 | 27'868 | 9.67% | 74.20% |
11.03.2020 | 0.68% | 2.90 | 2.92 | 50'000 | 50'000 | 30'294 | 30'294 | 89'400 | 90'015 | 100.00% | 100.00% |
10.03.2020 | 0.30% | 2.94 | 2.95 | 100'000 | 100'000 | 47'467 | 47'467 | 148'090 | 148'564 | 99.98% | 99.98% |
09.03.2020 | 0.76% | 3.25 | 3.27 | 50'000 | 50'000 | 48'302 | 48'302 | 149'904 | 151'030 | 30.58% | 30.58% |
06.03.2020 | 0.24% | 4.21 | 4.22 | 100'000 | 100'000 | 37'472 | 37'472 | 157'326 | 157'701 | 99.94% | 99.94% |
05.03.2020 | 0.19% | 5.16 | 5.17 | 100'000 | 100'000 | 36'190 | 36'190 | 186'493 | 186'855 | 98.01% | 98.01% |
04.03.2020 | 0.19% | 5.18 | 5.19 | 100'000 | 100'000 | 37'476 | 37'476 | 193'946 | 194'321 | 100.00% | 100.00% |
03.03.2020 | 0.19% | 5.10 | 5.11 | 100'000 | 100'000 | 37'453 | 37'453 | 201'723 | 202'098 | 100.00% | 100.00% |