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 | - | - |
06.03.2020 | 2.70% | 0.35 | 0.36 | 80'000 | 80'000 | 80'000 | 80'000 | 29'362 | 30'162 | 64.92% | 64.92% |
05.03.2020 | 2.13% | 0.50 | 0.51 | 80'000 | 80'000 | 80'000 | 80'000 | 37'225 | 38'025 | 62.38% | 62.38% |
04.03.2020 | 2.05% | 0.49 | 0.50 | 80'000 | 80'000 | 80'000 | 80'000 | 38'606 | 39'406 | 64.23% | 64.23% |
03.03.2020 | 2.05% | 0.39 | 0.40 | 80'000 | 80'000 | 80'000 | 80'000 | 38'695 | 39'495 | 57.40% | 57.40% |
02.03.2020 | 2.61% | 0.41 | 0.42 | 80'000 | 80'000 | 80'000 | 79'996 | 30'640 | 31'438 | 81.30% | 81.34% |
28.02.2020 | 4.18% | 0.38 | 0.39 | 80'000 | 80'000 | 47'621 | 47'622 | 17'387 | 18'078 | 97.32% | 97.32% |
27.02.2020 | 1.86% | 0.53 | 0.54 | 80'000 | 80'000 | 80'000 | 80'000 | 42'661 | 43'461 | 91.13% | 91.13% |
26.02.2020 | 1.58% | 0.63 | 0.64 | 80'000 | 80'000 | 80'000 | 80'000 | 50'435 | 51'235 | 96.54% | 96.54% |
25.02.2020 | 1.43% | 0.66 | 0.67 | 80'000 | 80'000 | 80'000 | 80'000 | 55'564 | 56'364 | 97.83% | 97.83% |