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 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 100.00% | 100.00% |
19.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 99.71% | 99.71% |
18.03.2020 | 63.76% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 8'316 | 5'272 | 95.45% | 96.19% |
17.03.2020 | 14.17% | 0.06 | 0.07 | 750'000 | 250'000 | 750'000 | 250'000 | 50'005 | 19'168 | 100.00% | 100.00% |
13.03.2020 | 7.17% | 0.11 | 0.12 | 600'000 | 200'000 | 572'101 | 190'700 | 79'005 | 28'242 | 97.17% | 97.17% |
12.03.2020 | 12.10% | 0.06 | 0.07 | 750'000 | 250'000 | 737'097 | 245'699 | 59'685 | 22'352 | 90.69% | 90.69% |
11.03.2020 | 5.02% | 0.19 | 0.20 | 450'000 | 150'000 | 445'264 | 148'421 | 86'848 | 30'434 | 98.91% | 98.91% |
10.03.2020 | 3.44% | 0.21 | 0.22 | 450'000 | 150'000 | 433'563 | 144'521 | 126'049 | 43'461 | 94.11% | 94.11% |
09.03.2020 | 3.95% | 0.27 | 0.28 | 450'000 | 150'000 | 450'000 | 150'000 | 112'310 | 38'937 | 89.98% | 89.98% |