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 | 0.98% | 0.88 | 0.89 | 225'000 | 225'000 | 225'000 | 225'000 | 229'059 | 231'309 | 94.52% | 94.52% |
19.03.2020 | 1.59% | 0.94 | 0.95 | 225'000 | 225'000 | 225'000 | 200'276 | 163'972 | 151'145 | 98.54% | 98.54% |
18.03.2020 | 3.78% | 0.51 | 0.53 | 225'000 | 225'000 | 241'434 | 241'434 | 129'504 | 134'333 | 99.47% | 99.47% |
17.03.2020 | 2.61% | 0.83 | 0.85 | 225'000 | 225'000 | 242'511 | 241'525 | 175'452 | 179'293 | 98.88% | 98.88% |
13.03.2020 | 2.74% | 0.54 | 0.56 | 275'000 | 25'000 | 241'228 | 179'817 | 178'791 | 142'633 | 92.91% | 92.91% |
12.03.2020 | 2.28% | 0.41 | 0.42 | 225'000 | 25'000 | 225'000 | 26'638 | 122'310 | 14'899 | 98.98% | 98.98% |
11.03.2020 | 1.20% | 0.81 | 0.82 | 225'000 | 225'000 | 230'985 | 226'098 | 192'089 | 190'188 | 100.00% | 100.00% |
10.03.2020 | 1.07% | 0.84 | 0.85 | 250'000 | 25'000 | 227'650 | 207'700 | 212'686 | 198'147 | 97.23% | 97.23% |
09.03.2020 | 1.51% | 0.91 | 0.92 | 225'000 | 25'000 | 225'000 | 21'965 | 197'463 | 19'348 | 98.86% | 98.86% |