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 | 5.86% | 0.17 | 0.18 | 150'000 | 150'000 | 150'000 | 150'000 | 30'153 | 31'981 | 98.02% | 98.02% |
17.03.2020 | 8.53% | 0.24 | 0.26 | 150'000 | 150'000 | 150'000 | 150'000 | 33'699 | 36'699 | 96.97% | 96.97% |
13.03.2020 | 7.51% | 0.24 | 0.26 | 150'000 | 150'000 | 132'483 | 132'483 | 34'280 | 36'950 | 99.90% | 99.90% |
12.03.2020 | 8.35% | 0.22 | 0.24 | 150'000 | 150'000 | 143'892 | 143'892 | 34'584 | 37'544 | 100.00% | 100.00% |
11.03.2020 | 2.95% | 0.33 | 0.34 | 150'000 | 150'000 | 150'000 | 150'000 | 50'145 | 51'645 | 99.22% | 99.22% |
10.03.2020 | 2.99% | 0.33 | 0.34 | 150'000 | 150'000 | 150'000 | 150'000 | 49'415 | 50'915 | 98.66% | 98.66% |
09.03.2020 | 4.67% | 0.35 | 0.36 | 150'000 | 150'000 | 133'377 | 133'377 | 45'367 | 47'414 | 99.49% | 99.49% |
06.03.2020 | 2.66% | 0.37 | 0.38 | 300'000 | 300'000 | 300'000 | 300'000 | 111'368 | 114'368 | 99.02% | 99.02% |
05.03.2020 | 2.68% | 0.37 | 0.38 | 300'000 | 300'000 | 300'000 | 300'000 | 110'627 | 113'627 | 100.00% | 100.00% |