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 | 2.69% | 0.75 | 0.77 | 450'000 | 150'000 | 450'000 | 150'000 | 330'868 | 113'289 | 95.44% | 95.44% |
19.03.2020 | 3.78% | 0.54 | 0.56 | 450'000 | 150'000 | 450'000 | 150'000 | 223'886 | 77'479 | 99.50% | 99.62% |
18.03.2020 | 11.10% | 0.16 | 0.17 | 750'000 | 250'000 | 851'518 | 283'839 | 83'402 | 30'639 | 90.58% | 90.58% |
17.03.2020 | 8.82% | 0.17 | 0.18 | 750'000 | 250'000 | 879'477 | 293'097 | 100'421 | 36'400 | 96.34% | 96.34% |
13.03.2020 | 6.69% | 0.10 | 0.11 | 900'000 | 300'000 | 825'675 | 275'225 | 123'313 | 43'856 | 93.62% | 93.62% |
12.03.2020 | 10.69% | 0.08 | 0.09 | 900'000 | 300'000 | 900'000 | 300'000 | 81'677 | 30'226 | 83.02% | 83.02% |
11.03.2020 | 4.73% | 0.20 | 0.21 | 750'000 | 250'000 | 744'290 | 248'097 | 153'824 | 53'756 | 99.77% | 99.77% |
10.03.2020 | 3.74% | 0.20 | 0.21 | 750'000 | 250'000 | 607'084 | 202'361 | 160'307 | 55'459 | 89.58% | 89.58% |
09.03.2020 | 4.68% | 0.22 | 0.23 | 750'000 | 250'000 | 750'000 | 250'000 | 157'137 | 54'879 | 73.19% | 73.19% |