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 | 9.09% | 0.13 | 0.15 | 300'000 | 100'000 | 300'000 | 100'000 | 67'203 | 24'401 | 78.90% | 78.90% |
19.03.2020 | 10.97% | 0.25 | 0.27 | 300'000 | 100'000 | 431'468 | 143'823 | 76'784 | 28'471 | 100.00% | 100.00% |
18.03.2020 | 11.22% | 0.19 | 0.21 | 450'000 | 150'000 | 450'119 | 150'040 | 76'938 | 28'647 | 88.74% | 88.74% |
17.03.2020 | 10.21% | 0.22 | 0.24 | 450'000 | 150'000 | 450'245 | 150'082 | 85'414 | 31'473 | 91.25% | 91.25% |
13.03.2020 | 5.30% | 0.32 | 0.34 | 450'000 | 150'000 | 450'000 | 150'000 | 168'615 | 59'205 | 89.74% | 89.74% |
12.03.2020 | 5.44% | 0.33 | 0.35 | 450'000 | 150'000 | 450'000 | 150'000 | 162'667 | 57'222 | 80.59% | 80.59% |
11.03.2020 | 3.03% | 0.59 | 0.61 | 300'000 | 100'000 | 300'000 | 100'000 | 175'180 | 60'180 | 99.45% | 99.45% |
10.03.2020 | 2.36% | 0.54 | 0.56 | 300'000 | 100'000 | 303'515 | 101'172 | 191'247 | 65'267 | 90.10% | 90.10% |
09.03.2020 | 3.35% | 0.41 | 0.42 | 450'000 | 150'000 | 441'791 | 147'264 | 194'801 | 67'143 | 83.16% | 83.16% |