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 | - | - |
06.03.2020 | 1.22% | 1.59 | 1.61 | 375'000 | 375'000 | 374'999 | 375'000 | 613'731 | 621'233 | 95.38% | 95.38% |
05.03.2020 | 0.71% | 2.59 | 2.61 | 375'000 | 375'000 | 375'000 | 375'000 | 949'628 | 956'266 | 99.82% | 99.82% |
04.03.2020 | 0.35% | 2.81 | 2.82 | 375'000 | 375'000 | 375'000 | 375'000 | 1'077'430 | 1'081'180 | 98.86% | 98.86% |
03.03.2020 | 0.34% | 2.67 | 2.68 | 375'000 | 375'000 | 374'999 | 374'999 | 1'109'820 | 1'113'570 | 72.61% | 72.61% |
02.03.2020 | 0.43% | 2.52 | 2.53 | 375'000 | 375'000 | 374'999 | 374'999 | 869'577 | 873'329 | 78.18% | 78.18% |
28.02.2020 | 0.67% | 2.07 | 2.08 | 375'000 | 375'000 | 212'289 | 212'289 | 488'451 | 491'596 | 54.87% | 54.87% |
27.02.2020 | 0.28% | 3.51 | 3.52 | 750'000 | 750'000 | 750'000 | 750'000 | 2'650'690 | 2'658'190 | 75.45% | 75.45% |
26.02.2020 | 0.25% | 4.12 | 4.13 | 750'000 | 750'000 | 750'000 | 750'000 | 2'989'980 | 2'997'480 | 72.06% | 72.06% |
25.02.2020 | 0.22% | 4.26 | 4.27 | 750'000 | 750'000 | 750'000 | 750'000 | 3'467'930 | 3'475'430 | 90.74% | 90.74% |