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 | - | - |
20.03.2020 | 1.10% | 45.05 | 45.55 | 250'000 | 250'000 | 250'000 | 250'000 | 112'899 | 114'149 | 13.73% | 13.73% |
19.03.2020 | 1.15% | 44.80 | 45.30 | 250'000 | 250'000 | 250'000 | 250'000 | 108'329 | 109'579 | 96.87% | 96.87% |
18.03.2020 | 1.14% | 40.98 | 41.48 | 250'000 | 250'000 | 250'000 | 250'000 | 108'710 | 109'960 | 95.45% | 95.45% |
17.03.2020 | 1.26% | 40.18 | 40.68 | 250'000 | 250'000 | 250'000 | 250'000 | 98'973 | 100'223 | 6.94% | 6.94% |
13.03.2020 | 1.08% | 42.47 | 42.97 | 250'000 | 250'000 | 250'000 | 250'000 | 114'762 | 116'012 | 88.01% | 88.01% |
12.03.2020 | 1.03% | 46.34 | 46.84 | 250'000 | 250'000 | 250'000 | 250'000 | 121'351 | 122'601 | 90.86% | 90.86% |
11.03.2020 | 0.85% | 56.93 | 57.43 | 250'000 | 250'000 | 250'000 | 250'000 | 146'036 | 147'286 | 90.58% | 90.58% |
10.03.2020 | 0.81% | 61.35 | 61.85 | 250'000 | 250'000 | 250'000 | 250'000 | 153'402 | 154'652 | 78.01% | 78.01% |
09.03.2020 | 0.85% | 58.63 | 59.13 | 250'000 | 250'000 | 249'279 | 249'013 | 145'922 | 147'009 | 74.05% | 74.05% |