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 | - | - |
18.03.2020 | 10.32% | 0.08 | 0.09 | 150'000 | 150'000 | 150'000 | 150'000 | 16'831 | 18'660 | 98.05% | 98.05% |
17.03.2020 | 13.69% | 0.14 | 0.17 | 150'000 | 150'000 | 150'000 | 150'000 | 20'481 | 23'481 | 96.82% | 96.82% |
13.03.2020 | 11.20% | 0.15 | 0.17 | 150'000 | 150'000 | 132'492 | 132'492 | 22'590 | 25'259 | 99.90% | 99.90% |
12.03.2020 | 12.75% | 0.13 | 0.15 | 150'000 | 150'000 | 143'897 | 143'897 | 22'161 | 25'121 | 100.00% | 100.00% |
11.03.2020 | 3.97% | 0.24 | 0.25 | 150'000 | 150'000 | 150'000 | 150'000 | 37'002 | 38'502 | 99.24% | 99.24% |
10.03.2020 | 4.05% | 0.24 | 0.25 | 150'000 | 150'000 | 150'000 | 150'000 | 36'336 | 37'836 | 98.74% | 98.74% |
09.03.2020 | 6.21% | 0.26 | 0.27 | 150'000 | 150'000 | 133'414 | 133'414 | 33'773 | 35'815 | 99.42% | 99.42% |
06.03.2020 | 3.47% | 0.28 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 85'092 | 88'092 | 98.82% | 98.82% |
05.03.2020 | 3.51% | 0.28 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 83'866 | 86'866 | 100.00% | 100.00% |