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 | 1.40% | 0.64 | 0.65 | 50'000 | 50'000 | 36'689 | 36'689 | 25'749 | 26'116 | 96.25% | 96.25% |
10.03.2020 | 1.36% | 0.67 | 0.68 | 50'000 | 50'000 | 36'641 | 36'641 | 26'614 | 26'980 | 97.19% | 97.19% |
09.03.2020 | 1.82% | 0.90 | 0.91 | 50'000 | 50'000 | 35'063 | 35'063 | 29'066 | 29'548 | 83.98% | 83.98% |
06.03.2020 | 0.98% | 0.86 | 0.87 | 100'000 | 100'000 | 73'797 | 73'801 | 74'616 | 75'357 | 94.68% | 94.68% |
05.03.2020 | 1.08% | 0.96 | 0.97 | 100'000 | 100'000 | 72'964 | 72'964 | 68'037 | 68'767 | 96.73% | 96.73% |
04.03.2020 | 1.08% | 0.85 | 0.86 | 100'000 | 100'000 | 73'316 | 73'316 | 67'680 | 68'413 | 97.47% | 97.47% |
03.03.2020 | 1.22% | 0.94 | 0.95 | 100'000 | 100'000 | 73'952 | 73'952 | 60'726 | 61'465 | 95.05% | 95.05% |
02.03.2020 | 1.43% | 0.72 | 0.73 | 100'000 | 100'000 | 76'572 | 76'585 | 52'895 | 53'670 | 87.01% | 87.01% |
28.02.2020 | 2.89% | 0.53 | 0.54 | 100'000 | 100'000 | 47'383 | 47'371 | 23'979 | 24'605 | 88.30% | 88.47% |