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 | 0.75% | 64.75 | 65.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 667'095 | 336'048 | 86.82% | 86.82% |
12.03.2020 | 0.74% | 62.55 | 63.05 | 100'000 | 500'000 | 100'000 | 500'000 | 67'385 | 339'425 | 73.56% | 73.56% |
11.03.2020 | 0.54% | 86.25 | 86.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 918'086 | 461'543 | 99.82% | 99.82% |
10.03.2020 | 0.52% | 94.10 | 94.60 | 1'000'000 | 500'000 | 426'930 | 143'966 | 402'266 | 136'612 | 81.10% | 81.10% |
09.03.2020 | 0.55% | 90.35 | 90.85 | 100'000 | 100'000 | 114'770 | 106'981 | 103'769 | 97'391 | 66.19% | 66.19% |
06.03.2020 | 0.52% | 95.70 | 96.20 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'327 | 483'163 | 97.59% | 97.59% |
05.03.2020 | 0.50% | 98.90 | 99.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'712 | 496'356 | 100.00% | 100.00% |
04.03.2020 | 0.50% | 99.30 | 99.80 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'072 | 499'036 | 98.85% | 98.85% |
03.03.2020 | 0.50% | 99.55 | 100.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'216 | 500'108 | 92.67% | 92.67% |