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 | - | - |
13.03.2020 | 9.92% | 0.24 | 0.27 | 100'000 | 100'000 | 100'000 | 100'000 | 30'846 | 33'960 | 93.73% | 93.73% |
12.03.2020 | 13.71% | 0.17 | 0.21 | 100'000 | 100'000 | 100'000 | 100'000 | 21'510 | 24'625 | 72.87% | 72.87% |
11.03.2020 | 7.70% | 0.39 | 0.42 | 100'000 | 100'000 | 100'000 | 100'000 | 38'638 | 41'729 | 90.75% | 90.75% |
10.03.2020 | 6.54% | 0.41 | 0.44 | 100'000 | 100'000 | 100'000 | 100'000 | 46'170 | 49'276 | 98.27% | 98.27% |
09.03.2020 | 8.80% | 0.37 | 0.40 | 100'000 | 100'000 | 100'000 | 100'000 | 33'519 | 36'601 | 58.50% | 58.50% |
06.03.2020 | 6.54% | 0.47 | 0.50 | 100'000 | 100'000 | 100'000 | 100'000 | 45'971 | 49'072 | 95.39% | 95.39% |
05.03.2020 | 5.28% | 0.57 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 56'937 | 60'021 | 83.20% | 83.20% |
04.03.2020 | 5.04% | 0.58 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 59'698 | 62'781 | 95.45% | 95.45% |
03.03.2020 | 5.19% | 0.58 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 58'111 | 61'206 | 96.46% | 96.46% |