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 | 0.50% | 99.85 | 100.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'994 | 501'497 | 91.15% | 91.15% |
12.03.2020 | 0.50% | 99.85 | 100.35 | 100'000 | 500'000 | 167'243 | 500'000 | 167'062 | 501'930 | 85.06% | 85.06% |
11.03.2020 | 0.50% | 99.95 | 100.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'500 | 502'250 | 100.00% | 100.00% |
10.03.2020 | 0.50% | 99.90 | 100.40 | 1'000'000 | 500'000 | 359'050 | 139'253 | 358'690 | 139'810 | 91.02% | 91.02% |
09.03.2020 | 0.50% | 99.95 | 100.45 | 100'000 | 100'000 | 114'497 | 106'839 | 114'440 | 107'320 | 66.30% | 66.30% |
06.03.2020 | 0.50% | 99.95 | 100.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'500 | 502'250 | 100.00% | 100.00% |
05.03.2020 | 0.50% | 99.95 | 100.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'500 | 502'250 | 100.00% | 100.00% |
04.03.2020 | 0.50% | 100.00 | 100.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 502'500 | 98.84% | 98.84% |
03.03.2020 | 0.50% | 100.05 | 100.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'040 | 502'522 | 91.48% | 91.48% |