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 | - | - |
06.03.2020 | 4.48% | 0.21 | 0.22 | 160'000 | 160'000 | 160'000 | 160'000 | 35'035 | 36'635 | 99.24% | 99.24% |
05.03.2020 | 3.01% | 0.31 | 0.32 | 160'000 | 160'000 | 160'000 | 160'000 | 52'410 | 54'010 | 100.00% | 100.00% |
04.03.2020 | 2.71% | 0.35 | 0.36 | 160'000 | 160'000 | 160'000 | 160'000 | 58'246 | 59'846 | 100.00% | 100.00% |
03.03.2020 | 2.80% | 0.35 | 0.36 | 160'000 | 160'000 | 160'000 | 160'000 | 56'413 | 58'013 | 96.83% | 96.83% |
02.03.2020 | 2.81% | 0.33 | 0.34 | 160'000 | 160'000 | 160'000 | 160'000 | 56'769 | 58'369 | 100.00% | 100.00% |
28.02.2020 | 4.18% | 0.34 | 0.35 | 160'000 | 160'000 | 95'240 | 95'240 | 33'964 | 35'345 | 98.78% | 98.78% |
27.02.2020 | 1.99% | 0.48 | 0.49 | 160'000 | 160'000 | 160'000 | 160'000 | 79'772 | 81'372 | 92.12% | 92.12% |
26.02.2020 | 1.84% | 0.55 | 0.56 | 160'000 | 160'000 | 160'000 | 160'000 | 86'304 | 87'904 | 98.05% | 98.05% |
25.02.2020 | 1.74% | 0.55 | 0.56 | 160'000 | 160'000 | 160'000 | 160'000 | 91'114 | 92'714 | 100.00% | 100.00% |