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 | 2.85% | 1.72 | 1.77 | 30'000 | 30'000 | 30'000 | 30'000 | 51'891 | 53'391 | 96.04% | 96.04% |
19.03.2020 | 3.51% | 1.29 | 1.30 | 110'000 | 110'000 | 58'967 | 58'967 | 65'397 | 66'733 | 94.07% | 94.07% |
18.03.2020 | 3.20% | 1.08 | 1.09 | 110'000 | 110'000 | 59'450 | 59'450 | 66'127 | 67'573 | 91.03% | 91.03% |
17.03.2020 | 3.21% | 1.83 | 1.86 | 110'000 | 110'000 | 59'576 | 59'576 | 91'965 | 94'488 | 91.49% | 91.49% |
13.03.2020 | 1.80% | 2.23 | 2.26 | 110'000 | 110'000 | 59'382 | 59'382 | 161'565 | 163'937 | 87.98% | 91.27% |
12.03.2020 | 1.92% | 2.61 | 2.64 | 110'000 | 110'000 | 59'684 | 59'684 | 165'862 | 168'369 | 67.64% | 89.46% |
11.03.2020 | 0.99% | 3.46 | 3.47 | 110'000 | 110'000 | 61'004 | 61'004 | 204'317 | 205'644 | 97.77% | 97.77% |
10.03.2020 | 0.91% | 3.33 | 3.34 | 110'000 | 110'000 | 60'147 | 60'147 | 207'262 | 208'592 | 94.52% | 94.52% |
09.03.2020 | 0.81% | 3.36 | 3.37 | 110'000 | 110'000 | 72'311 | 72'311 | 237'034 | 238'294 | 63.56% | 63.56% |