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 | - | - |
11.03.2020 | 1.18% | 0.72 | 0.73 | 125'000 | 125'000 | 124'995 | 124'990 | 107'008 | 108'253 | 91.35% | 91.35% |
10.03.2020 | 0.84% | 0.89 | 0.90 | 125'000 | 125'000 | 124'994 | 124'999 | 152'660 | 153'915 | 91.14% | 91.14% |
09.03.2020 | 1.74% | 0.92 | 0.93 | 125'000 | 125'000 | 114'393 | 114'360 | 104'728 | 106'464 | 57.93% | 57.93% |
06.03.2020 | 0.52% | 1.82 | 1.83 | 250'000 | 250'000 | 250'000 | 250'000 | 484'629 | 487'129 | 66.25% | 66.25% |
05.03.2020 | 0.38% | 2.64 | 2.65 | 250'000 | 250'000 | 249'999 | 250'000 | 660'543 | 663'044 | 99.62% | 99.62% |
04.03.2020 | 0.35% | 2.79 | 2.80 | 250'000 | 250'000 | 250'000 | 250'000 | 710'106 | 712'606 | 88.04% | 88.04% |
03.03.2020 | 0.36% | 2.65 | 2.66 | 250'000 | 250'000 | 250'000 | 250'000 | 693'000 | 695'500 | 71.61% | 71.61% |
02.03.2020 | 0.47% | 2.22 | 2.23 | 250'000 | 250'000 | 249'997 | 250'000 | 539'507 | 542'014 | 50.47% | 50.47% |
28.02.2020 | 0.74% | 1.83 | 1.84 | 250'000 | 250'000 | 135'254 | 135'245 | 275'824 | 277'806 | 36.78% | 36.78% |