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 | 1.23% | 1.53 | 1.55 | 50'000 | 50'000 | 28'621 | 28'621 | 46'579 | 47'162 | 92.15% | 99.28% |
10.03.2020 | 0.51% | 1.58 | 1.59 | 75'000 | 75'000 | 42'977 | 42'977 | 79'852 | 80'282 | 93.44% | 99.64% |
09.03.2020 | 1.34% | 1.91 | 1.93 | 50'000 | 50'000 | 48'278 | 48'278 | 84'727 | 85'853 | 30.47% | 30.47% |
06.03.2020 | 0.35% | 2.85 | 2.86 | 100'000 | 100'000 | 37'462 | 37'462 | 106'358 | 106'733 | 99.97% | 99.97% |
05.03.2020 | 0.26% | 3.89 | 3.90 | 100'000 | 100'000 | 37'228 | 37'228 | 140'553 | 140'925 | 99.59% | 99.59% |
04.03.2020 | 0.26% | 3.80 | 3.81 | 100'000 | 100'000 | 37'484 | 37'484 | 141'941 | 142'316 | 99.96% | 99.96% |
03.03.2020 | 0.25% | 3.71 | 3.72 | 100'000 | 100'000 | 37'460 | 37'460 | 149'771 | 150'146 | 100.00% | 100.00% |
02.03.2020 | 0.34% | 3.31 | 3.32 | 100'000 | 100'000 | 37'697 | 37'697 | 111'432 | 111'809 | 98.65% | 98.65% |
28.02.2020 | 0.84% | 2.35 | 2.38 | 100'000 | 100'000 | 36'553 | 36'553 | 92'154 | 93'070 | 97.75% | 97.75% |