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 | - | - |
30.03.2020 | 0.92% | 52.75 | 53.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 538'267 | 271'634 | 72.39% | 72.39% |
27.03.2020 | 0.85% | 58.90 | 59.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 587'044 | 296'022 | 92.42% | 92.42% |
26.03.2020 | 0.90% | 64.60 | 65.10 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 554'463 | 279'731 | 80.97% | 80.97% |
25.03.2020 | 0.99% | 51.80 | 52.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 503'303 | 254'151 | 68.75% | 68.75% |
24.03.2020 | 1.01% | 48.05 | 48.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 493'166 | 249'083 | 62.64% | 62.64% |
23.03.2020 | 0.97% | 48.40 | 48.90 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 514'566 | 259'783 | 49.15% | 49.15% |
20.03.2020 | 0.91% | 56.90 | 57.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 548'738 | 276'869 | 56.88% | 56.88% |
19.03.2020 | 1.09% | 46.25 | 46.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 458'296 | 231'648 | 47.48% | 47.48% |
18.03.2020 | 1.08% | 42.85 | 43.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 459'502 | 232'251 | 49.20% | 49.20% |