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 | - | - |
13.03.2020 | 3.18% | 0.39 | 0.41 | 50'000 | 50'000 | 34'123 | 34'120 | 21'105 | 21'788 | 96.69% | 96.69% |
12.03.2020 | 3.01% | 0.56 | 0.59 | 50'000 | 50'000 | 34'894 | 34'894 | 23'327 | 24'040 | 93.56% | 93.56% |
11.03.2020 | 0.86% | 1.09 | 1.10 | 50'000 | 50'000 | 36'697 | 36'697 | 42'205 | 42'572 | 96.31% | 96.31% |
10.03.2020 | 0.85% | 1.11 | 1.12 | 50'000 | 50'000 | 36'649 | 36'649 | 42'912 | 43'278 | 97.25% | 97.25% |
09.03.2020 | 1.18% | 1.35 | 1.36 | 50'000 | 50'000 | 35'134 | 35'134 | 44'669 | 45'152 | 84.11% | 84.11% |
06.03.2020 | 0.68% | 1.31 | 1.32 | 100'000 | 100'000 | 73'892 | 73'897 | 107'891 | 108'638 | 95.22% | 95.22% |
05.03.2020 | 0.72% | 1.41 | 1.42 | 100'000 | 100'000 | 72'959 | 72'956 | 101'212 | 101'938 | 96.73% | 96.73% |
04.03.2020 | 0.72% | 1.30 | 1.31 | 100'000 | 100'000 | 73'370 | 73'370 | 101'277 | 102'011 | 97.25% | 97.25% |
03.03.2020 | 0.78% | 1.40 | 1.41 | 100'000 | 100'000 | 73'894 | 73'894 | 94'564 | 95'303 | 95.13% | 95.13% |