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 | - | - |
09.03.2020 | 90.73% | 0.10 | 0.28 | 100'000 | 100'000 | 67'116 | 67'116 | 8'303 | 20'100 | 19.93% | 30.41% |
06.03.2020 | 5.15% | 1.09 | 1.15 | 200'000 | 200'000 | 200'000 | 199'916 | 228'344 | 240'251 | 99.05% | 99.05% |
05.03.2020 | 3.55% | 1.65 | 1.71 | 200'000 | 200'000 | 200'000 | 200'000 | 332'785 | 344'785 | 100.00% | 100.00% |
04.03.2020 | 3.27% | 1.73 | 1.79 | 200'000 | 200'000 | 200'000 | 200'000 | 361'807 | 373'807 | 100.00% | 100.00% |
03.03.2020 | 3.17% | 1.74 | 1.80 | 200'000 | 200'000 | 200'000 | 200'000 | 373'550 | 385'550 | 97.84% | 97.84% |
02.03.2020 | 3.63% | 1.69 | 1.75 | 200'000 | 200'000 | 200'000 | 200'000 | 328'082 | 340'082 | 95.92% | 95.92% |
28.02.2020 | 4.22% | 1.27 | 1.33 | 200'000 | 200'000 | 118'457 | 118'439 | 176'699 | 184'325 | 95.62% | 95.62% |
27.02.2020 | 2.48% | 2.34 | 2.40 | 200'000 | 200'000 | 200'000 | 199'998 | 478'506 | 490'501 | 94.72% | 94.72% |
26.02.2020 | 2.15% | 2.86 | 2.92 | 200'000 | 200'000 | 200'000 | 200'000 | 551'804 | 563'804 | 99.09% | 99.09% |