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 | 1.86% | 1.02 | 1.04 | 375'000 | 375'000 | 374'992 | 374'985 | 405'226 | 412'721 | 93.23% | 93.23% |
05.03.2020 | 0.94% | 1.98 | 2.00 | 375'000 | 375'000 | 375'000 | 375'000 | 719'478 | 726'116 | 99.76% | 99.76% |
04.03.2020 | 0.44% | 2.16 | 2.17 | 375'000 | 375'000 | 375'000 | 375'000 | 848'304 | 852'054 | 95.78% | 95.78% |
03.03.2020 | 0.43% | 2.19 | 2.20 | 375'000 | 375'000 | 375'000 | 375'000 | 867'260 | 871'010 | 70.72% | 70.72% |
02.03.2020 | 0.60% | 1.82 | 1.83 | 375'000 | 375'000 | 374'987 | 374'996 | 632'863 | 636'627 | 72.52% | 72.52% |
28.02.2020 | 0.87% | 1.58 | 1.59 | 375'000 | 375'000 | 211'389 | 211'381 | 372'576 | 375'697 | 53.51% | 53.51% |
27.02.2020 | 0.34% | 2.97 | 2.98 | 750'000 | 750'000 | 750'000 | 750'000 | 2'242'880 | 2'250'380 | 75.64% | 75.64% |
26.02.2020 | 0.29% | 3.57 | 3.58 | 750'000 | 750'000 | 750'000 | 749'996 | 2'577'230 | 2'584'710 | 73.05% | 73.05% |
25.02.2020 | 0.24% | 3.72 | 3.73 | 750'000 | 750'000 | 750'000 | 750'000 | 3'061'880 | 3'069'380 | 90.50% | 90.50% |