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 | - | - |
06.03.2020 | 1.24% | 0.77 | 0.78 | 80'000 | 80'000 | 80'000 | 80'000 | 64'314 | 65'114 | 99.30% | 99.30% |
05.03.2020 | 0.97% | 0.99 | 1.00 | 80'000 | 80'000 | 80'000 | 80'000 | 82'152 | 82'952 | 100.00% | 100.00% |
04.03.2020 | 0.91% | 1.06 | 1.07 | 80'000 | 80'000 | 80'000 | 80'000 | 88'031 | 88'831 | 100.00% | 100.00% |
03.03.2020 | 0.92% | 1.07 | 1.08 | 80'000 | 80'000 | 80'000 | 80'000 | 86'243 | 87'043 | 96.75% | 96.75% |
02.03.2020 | 0.92% | 1.04 | 1.05 | 80'000 | 80'000 | 80'000 | 80'000 | 86'716 | 87'516 | 100.00% | 100.00% |
28.02.2020 | 1.39% | 1.07 | 1.08 | 80'000 | 80'000 | 47'596 | 47'596 | 51'984 | 52'674 | 98.65% | 98.65% |
27.02.2020 | 0.72% | 1.35 | 1.36 | 80'000 | 80'000 | 80'000 | 80'000 | 110'138 | 110'938 | 92.70% | 92.70% |
26.02.2020 | 0.68% | 1.47 | 1.48 | 80'000 | 80'000 | 80'000 | 80'000 | 116'841 | 117'641 | 98.19% | 98.19% |
25.02.2020 | 0.66% | 1.48 | 1.49 | 80'000 | 80'000 | 80'000 | 80'000 | 121'591 | 122'391 | 100.00% | 100.00% |