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 | - | - |
12.03.2020 | 2.06% | 0.71 | 0.79 | 100'000 | 100'000 | 100'000 | 100'000 | 140'734 | 143'284 | 96.26% | 99.61% |
11.03.2020 | 0.50% | 1.93 | 1.94 | 200'000 | 200'000 | 200'000 | 200'000 | 402'820 | 404'820 | 100.00% | 100.00% |
10.03.2020 | 0.97% | 1.96 | 1.98 | 100'000 | 100'000 | 100'000 | 100'000 | 206'001 | 208'001 | 100.00% | 100.00% |
09.03.2020 | 1.55% | 1.96 | 1.99 | 200'000 | 200'000 | 200'000 | 200'000 | 384'816 | 390'816 | 98.49% | 98.49% |
06.03.2020 | 0.42% | 2.23 | 2.24 | 200'000 | 200'000 | 200'000 | 200'000 | 480'287 | 482'287 | 99.76% | 99.76% |
05.03.2020 | 0.43% | 2.36 | 2.37 | 200'000 | 200'000 | 200'000 | 200'000 | 466'126 | 468'126 | 99.98% | 99.98% |
04.03.2020 | 0.44% | 2.22 | 2.23 | 200'000 | 200'000 | 200'000 | 200'000 | 457'636 | 459'636 | 100.00% | 100.00% |
03.03.2020 | 0.51% | 2.38 | 2.39 | 200'000 | 200'000 | 200'000 | 200'000 | 396'749 | 398'749 | 100.00% | 100.00% |
02.03.2020 | 0.51% | 1.89 | 1.90 | 200'000 | 200'000 | 200'000 | 200'000 | 390'485 | 392'485 | 98.14% | 98.14% |