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 | - | 0.47 | - | 300'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.24% |
19.03.2020 | 4.11% | 0.50 | 0.52 | 300'000 | 100'000 | 300'000 | 100'000 | 144'053 | 50'018 | 96.83% | 96.83% |
18.03.2020 | 4.22% | 0.52 | 0.54 | 300'000 | 100'000 | 300'000 | 100'000 | 139'470 | 48'490 | 94.57% | 94.57% |
17.03.2020 | 4.40% | 0.36 | 0.38 | 300'000 | 100'000 | 300'000 | 100'000 | 133'790 | 46'597 | 86.84% | 86.84% |
13.03.2020 | 2.92% | 0.49 | 0.51 | 225'000 | 75'000 | 225'000 | 75'000 | 106'177 | 36'428 | 99.25% | 99.25% |
12.03.2020 | 2.23% | 0.52 | 0.53 | 225'000 | 75'000 | 225'000 | 75'000 | 100'537 | 34'263 | 89.72% | 89.72% |
11.03.2020 | 4.22% | 0.26 | 0.27 | 300'000 | 100'000 | 344'625 | 114'875 | 79'607 | 27'684 | 91.09% | 91.09% |
10.03.2020 | 9.66% | 0.27 | 0.29 | 300'000 | 100'000 | 219'608 | 73'203 | 45'316 | 16'569 | 95.14% | 95.14% |
09.03.2020 | 3.70% | 0.21 | 0.22 | 450'000 | 150'000 | 195'882 | 65'294 | 50'285 | 17'415 | 85.08% | 85.08% |