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 | 0.56% | 76.80 | 77.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 897'101 | 451'051 | 91.77% | 91.77% |
12.03.2020 | 0.55% | 81.10 | 81.60 | 100'000 | 500'000 | 101'746 | 500'000 | 92'138 | 455'137 | 80.46% | 80.46% |
11.03.2020 | 0.51% | 98.05 | 98.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'039 | 492'520 | 100.00% | 100.00% |
10.03.2020 | 0.51% | 97.35 | 97.85 | 1'000'000 | 500'000 | 428'781 | 144'390 | 419'455 | 142'207 | 80.63% | 80.63% |
09.03.2020 | 0.52% | 96.70 | 97.20 | 100'000 | 100'000 | 114'639 | 106'880 | 110'389 | 103'412 | 66.30% | 66.30% |
06.03.2020 | 0.50% | 99.10 | 99.60 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'682 | 496'841 | 100.00% | 100.00% |
05.03.2020 | 0.50% | 99.50 | 100.00 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'991 | 499'996 | 100.00% | 100.00% |
04.03.2020 | 0.50% | 99.80 | 100.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'786 | 501'393 | 98.84% | 98.84% |
03.03.2020 | 0.50% | 99.70 | 100.20 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'537 | 500'768 | 92.74% | 92.74% |