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 | - | - |
23.03.2020 | 4.91% | 70.70 | 74.20 | 125'000 | 25'000 | 125'000 | 25'000 | 86'937 | 18'262 | 72.02% | 72.02% |
20.03.2020 | 4.64% | 72.20 | 75.70 | 125'000 | 25'000 | 125'000 | 25'000 | 92'171 | 19'309 | 68.10% | 68.10% |
19.03.2020 | 4.96% | 71.90 | 75.40 | 125'000 | 25'000 | 125'000 | 25'000 | 85'963 | 18'068 | 88.42% | 88.42% |
18.03.2020 | 5.30% | 66.90 | 70.40 | 125'000 | 25'000 | 125'000 | 25'000 | 82'401 | 17'377 | 85.30% | 92.18% |
17.03.2020 | 6.75% | 66.60 | 71.10 | 125'000 | 25'000 | 125'000 | 25'000 | 80'507 | 17'226 | 78.56% | 78.56% |
13.03.2020 | 4.24% | 69.55 | 72.26 | 125'000 | 25'000 | 118'628 | 23'726 | 86'488 | 18'030 | 80.90% | 80.90% |
12.03.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11.03.2020 | 1.22% | 80.90 | 81.90 | 125'000 | 25'000 | 125'000 | 25'000 | 102'085 | 20'667 | 96.44% | 96.44% |
10.03.2020 | 1.20% | 81.00 | 82.00 | 125'000 | 25'000 | 125'000 | 25'000 | 103'461 | 20'942 | 85.61% | 85.61% |