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 | 2.94% | 97.20 | 100.10 | 125'000 | 25'000 | 125'000 | 25'000 | 121'500 | 25'025 | 25.26% | 25.26% |
19.03.2020 | 2.94% | 97.20 | 100.10 | 125'000 | 25'000 | 125'000 | 25'000 | 121'500 | 25'025 | 87.74% | 87.74% |
18.03.2020 | 2.98% | 97.20 | 100.10 | 125'000 | 25'000 | 125'000 | 25'000 | 121'457 | 25'025 | 85.23% | 92.05% |
17.03.2020 | 3.35% | 96.80 | 100.10 | 125'000 | 25'000 | 125'000 | 25'000 | 121'000 | 25'025 | 89.29% | 89.29% |
13.03.2020 | 2.20% | 97.50 | 98.30 | 125'000 | 25'000 | 112'815 | 22'563 | 109'770 | 22'402 | 84.02% | 84.02% |
12.03.2020 | 3.81% | 94.33 | 98.00 | 125'000 | 25'000 | 124'421 | 24'884 | 118'393 | 24'598 | 91.15% | 91.78% |
11.03.2020 | 0.40% | 98.90 | 99.30 | 125'000 | 25'000 | 125'000 | 25'000 | 123'620 | 24'824 | 98.07% | 98.07% |
10.03.2020 | 0.40% | 99.40 | 99.80 | 125'000 | 25'000 | 125'000 | 25'000 | 124'454 | 24'991 | 96.04% | 96.04% |
09.03.2020 | 0.59% | 99.30 | 99.70 | 125'000 | 25'000 | 116'889 | 23'447 | 115'878 | 23'377 | 82.97% | 82.97% |