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 | 27.30% | 0.01 | 0.01 | 750'000 | 250'000 | 586'472 | 195'491 | 25'593 | 10'486 | 14.88% | 89.46% |
19.03.2020 | 59.15% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 9'613 | 5'704 | 36.21% | 99.66% |
18.03.2020 | 56.92% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 10'249 | 5'916 | 90.97% | 90.97% |
17.03.2020 | 21.87% | 0.05 | 0.06 | 750'000 | 250'000 | 750'000 | 250'000 | 31'455 | 12'985 | 93.59% | 93.59% |
13.03.2020 | 10.60% | 0.10 | 0.11 | 750'000 | 250'000 | 747'077 | 249'026 | 77'728 | 28'400 | 93.01% | 93.01% |
12.03.2020 | 13.84% | 0.05 | 0.06 | 750'000 | 250'000 | 750'000 | 250'000 | 55'754 | 21'085 | 84.09% | 84.09% |
11.03.2020 | 3.50% | 0.23 | 0.24 | 600'000 | 200'000 | 604'782 | 201'594 | 171'652 | 59'233 | 99.88% | 99.88% |
10.03.2020 | 2.54% | 0.34 | 0.35 | 600'000 | 200'000 | 597'182 | 199'061 | 233'387 | 79'786 | 84.64% | 84.64% |
09.03.2020 | 3.29% | 0.27 | 0.28 | 600'000 | 200'000 | 600'000 | 200'000 | 181'013 | 62'338 | 74.04% | 74.04% |