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 | 1.51% | 1.32 | 1.34 | 600'000 | 100'000 | 600'000 | 100'000 | 789'662 | 133'610 | 81.57% | 81.57% |
19.03.2020 | 1.50% | 1.25 | 1.27 | 600'000 | 100'000 | 600'000 | 100'000 | 798'723 | 135'120 | 99.69% | 99.69% |
18.03.2020 | 1.28% | 1.31 | 1.33 | 600'000 | 100'000 | 600'000 | 100'000 | 946'105 | 159'684 | 97.86% | 97.86% |
17.03.2020 | 1.13% | 1.71 | 1.73 | 600'000 | 100'000 | 600'000 | 100'000 | 1'060'360 | 178'726 | 96.83% | 96.83% |
13.03.2020 | 1.11% | 1.61 | 1.63 | 600'000 | 100'000 | 600'000 | 100'000 | 1'075'870 | 181'311 | 99.62% | 99.62% |
12.03.2020 | 1.22% | 1.57 | 1.59 | 600'000 | 100'000 | 600'000 | 100'000 | 981'116 | 165'519 | 88.27% | 88.27% |
11.03.2020 | 0.96% | 1.92 | 1.94 | 600'000 | 100'000 | 600'000 | 100'000 | 1'121'410 | 188'696 | 99.89% | 99.89% |
10.03.2020 | 0.75% | 1.83 | 1.84 | 600'000 | 100'000 | 600'000 | 100'000 | 1'193'830 | 200'471 | 90.94% | 90.94% |
09.03.2020 | 0.76% | 1.67 | 1.68 | 600'000 | 100'000 | 600'000 | 100'000 | 991'997 | 166'599 | 79.45% | 79.45% |