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 | 3.90% | 1.06 | 1.08 | 25'000 | 25'000 | 13'730 | 13'730 | 15'607 | 16'056 | 89.38% | 89.38% |
12.03.2020 | 4.49% | 0.88 | 0.90 | 25'000 | 25'000 | 13'162 | 13'163 | 13'593 | 14'086 | 83.62% | 85.00% |
11.03.2020 | 1.82% | 1.94 | 1.95 | 25'000 | 25'000 | 14'197 | 14'197 | 27'921 | 28'285 | 96.00% | 96.00% |
10.03.2020 | 1.74% | 1.96 | 1.97 | 25'000 | 25'000 | 13'990 | 13'990 | 28'485 | 28'852 | 90.74% | 90.74% |
09.03.2020 | 2.15% | 2.05 | 2.06 | 25'000 | 25'000 | 15'300 | 15'300 | 28'559 | 28'922 | 57.43% | 57.43% |
06.03.2020 | 1.57% | 2.40 | 2.41 | 50'000 | 50'000 | 24'448 | 24'446 | 57'310 | 57'979 | 88.04% | 88.04% |
05.03.2020 | 1.25% | 3.07 | 3.08 | 50'000 | 50'000 | 23'699 | 23'699 | 72'506 | 73'194 | 98.30% | 98.30% |
04.03.2020 | 1.19% | 3.08 | 3.09 | 50'000 | 50'000 | 24'023 | 24'023 | 75'473 | 76'151 | 92.13% | 92.13% |
03.03.2020 | 1.09% | 3.36 | 3.37 | 50'000 | 50'000 | 23'890 | 23'890 | 82'330 | 83'002 | 84.41% | 84.41% |