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 | 3.88% | 0.20 | 0.21 | 200'000 | 200'000 | 200'000 | 200'000 | 51'063 | 53'063 | 97.40% | 97.40% |
10.03.2020 | 3.36% | 0.25 | 0.26 | 200'000 | 200'000 | 200'000 | 200'000 | 59'952 | 61'952 | 95.26% | 95.26% |
09.03.2020 | 5.36% | 0.29 | 0.30 | 200'000 | 200'000 | 178'525 | 178'524 | 51'439 | 54'137 | 95.11% | 95.11% |
06.03.2020 | 2.27% | 0.38 | 0.39 | 400'000 | 400'000 | 400'000 | 400'000 | 175'382 | 179'382 | 97.97% | 97.97% |
05.03.2020 | 1.69% | 0.60 | 0.61 | 400'000 | 400'000 | 399'999 | 400'000 | 234'702 | 238'702 | 100.00% | 100.00% |
04.03.2020 | 1.65% | 0.61 | 0.62 | 400'000 | 400'000 | 400'000 | 400'000 | 241'567 | 245'567 | 100.00% | 100.00% |
03.03.2020 | 1.86% | 0.53 | 0.54 | 400'000 | 400'000 | 400'000 | 399'997 | 212'897 | 216'896 | 98.87% | 98.87% |
02.03.2020 | 2.85% | 0.36 | 0.37 | 400'000 | 400'000 | 400'000 | 400'000 | 139'969 | 143'969 | 96.84% | 96.84% |
28.02.2020 | 4.89% | 0.26 | 0.27 | 400'000 | 400'000 | 237'549 | 237'549 | 70'568 | 74'016 | 99.32% | 99.32% |