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 | 3.67% | 0.53 | 0.55 | 80'000 | 80'000 | 80'000 | 80'000 | 42'810 | 44'410 | 88.52% | 88.52% |
19.03.2020 | 2.07% | 0.90 | 0.92 | 80'000 | 80'000 | 80'000 | 80'000 | 76'634 | 78'234 | 87.23% | 87.23% |
18.03.2020 | 2.98% | 0.95 | 0.97 | 80'000 | 80'000 | 80'000 | 80'000 | 67'014 | 69'005 | 92.02% | 92.02% |
17.03.2020 | 5.09% | 0.65 | 0.69 | 90'000 | 90'000 | 90'000 | 90'000 | 69'936 | 73'536 | 92.88% | 92.88% |
13.03.2020 | 97.32% | 0.04 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 2'640 | 6'031 | 19.71% | 95.34% |
12.03.2020 | - | - | 0.03 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 97.60% |
11.03.2020 | - | - | 0.03 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 99.73% |
10.03.2020 | - | - | 0.03 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 99.27% |
09.03.2020 | 136.92% | 0.01 | 0.03 | 150'000 | 150'000 | 148'789 | 148'789 | 737 | 3'908 | 6.85% | 98.94% |