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 | 5.86% | 0.34 | 0.37 | 100'000 | 100'000 | 100'000 | 100'000 | 56'204 | 59'288 | 88.60% | 88.60% |
12.03.2020 | 4.76% | 0.28 | 0.31 | 100'000 | 100'000 | 100'000 | 100'000 | 69'295 | 72'377 | 68.01% | 68.01% |
11.03.2020 | 2.37% | 1.26 | 1.29 | 100'000 | 100'000 | 100'000 | 100'000 | 130'295 | 133'420 | 97.92% | 97.92% |
10.03.2020 | 2.00% | 1.30 | 1.33 | 100'000 | 100'000 | 100'000 | 100'000 | 154'966 | 158'098 | 64.88% | 64.88% |
09.03.2020 | 2.30% | 1.32 | 1.35 | 100'000 | 100'000 | 100'000 | 100'000 | 134'865 | 138'003 | 39.97% | 39.97% |
06.03.2020 | 1.54% | 1.93 | 1.96 | 100'000 | 100'000 | 100'000 | 100'000 | 198'070 | 201'142 | 53.91% | 53.91% |
05.03.2020 | 1.37% | 2.24 | 2.27 | 100'000 | 100'000 | 100'000 | 100'000 | 227'458 | 230'592 | 77.49% | 77.49% |
04.03.2020 | 1.28% | 2.39 | 2.42 | 100'000 | 100'000 | 100'000 | 100'000 | 243'474 | 246'620 | 99.85% | 99.85% |
03.03.2020 | 1.25% | 2.47 | 2.50 | 100'000 | 100'000 | 100'000 | 100'000 | 247'598 | 250'720 | 70.10% | 70.10% |