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 | - | - |
19.03.2020 | 1.03% | 0.99 | 1.00 | 750'000 | 250'000 | 750'000 | 250'000 | 725'365 | 244'288 | 89.83% | 89.83% |
18.03.2020 | 1.08% | 0.97 | 0.98 | 750'000 | 250'000 | 750'000 | 250'000 | 692'890 | 233'463 | 79.40% | 79.40% |
17.03.2020 | 1.18% | 0.81 | 0.82 | 750'000 | 250'000 | 750'000 | 250'000 | 631'370 | 212'957 | 71.36% | 71.36% |
13.03.2020 | 1.90% | 0.55 | 0.56 | 600'000 | 200'000 | 600'000 | 200'000 | 315'547 | 107'182 | 97.48% | 97.48% |
12.03.2020 | 2.04% | 0.64 | 0.65 | 600'000 | 200'000 | 599'982 | 200'000 | 293'519 | 99'843 | 81.67% | 81.67% |
11.03.2020 | 2.69% | 0.36 | 0.37 | 600'000 | 200'000 | 600'000 | 200'000 | 219'982 | 75'327 | 99.34% | 99.34% |
10.03.2020 | 2.86% | 0.38 | 0.39 | 600'000 | 200'000 | 591'543 | 197'181 | 205'248 | 70'388 | 90.68% | 90.68% |
09.03.2020 | 3.19% | 0.35 | 0.36 | 600'000 | 200'000 | 472'911 | 157'637 | 168'091 | 57'835 | 80.53% | 80.53% |
06.03.2020 | 4.90% | 0.20 | 0.21 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 199'223 | 83'689 | 100.00% | 100.00% |