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 | - | - |
11.03.2020 | 0.76% | 1.20 | 1.30 | 100'000 | 100'000 | 71'169 | 72'235 | 94'011 | 96'196 | 12.36% | 99.99% |
10.03.2020 | 0.77% | 1.14 | 1.15 | 250'000 | 250'000 | 170'493 | 170'493 | 217'058 | 218'763 | 93.30% | 93.30% |
09.03.2020 | 2.54% | 1.28 | 1.33 | 40'000 | 25'000 | 88'839 | 77'582 | 97'531 | 86'255 | 61.45% | 61.45% |
06.03.2020 | 0.57% | 1.77 | 1.78 | 250'000 | 250'000 | 151'469 | 151'469 | 266'755 | 268'270 | 99.08% | 99.08% |
05.03.2020 | 0.42% | 2.55 | 2.56 | 250'000 | 250'000 | 152'216 | 152'216 | 361'899 | 363'421 | 85.35% | 85.35% |
04.03.2020 | 0.42% | 2.36 | 2.37 | 250'000 | 250'000 | 151'845 | 151'845 | 360'578 | 362'096 | 99.89% | 99.89% |
03.03.2020 | 0.38% | 2.45 | 2.46 | 250'000 | 250'000 | 145'786 | 145'786 | 379'636 | 381'094 | 93.14% | 93.14% |
02.03.2020 | 0.52% | 2.17 | 2.18 | 250'000 | 250'000 | 149'780 | 149'780 | 289'012 | 290'510 | 97.68% | 97.68% |
28.02.2020 | 0.67% | 1.23 | 1.24 | 125'000 | 125'000 | 125'000 | 125'000 | 185'672 | 186'922 | 74.77% | 74.77% |