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 | 0.79% | 2.53 | 2.55 | 150'000 | 100'000 | 150'000 | 100'000 | 379'983 | 255'322 | 99.85% | 99.85% |
19.03.2020 | 0.71% | 2.70 | 2.72 | 150'000 | 100'000 | 150'000 | 100'000 | 424'083 | 284'722 | 99.98% | 99.98% |
18.03.2020 | 0.71% | 2.84 | 2.86 | 150'000 | 100'000 | 150'000 | 100'000 | 422'404 | 283'602 | 98.20% | 98.20% |
17.03.2020 | 0.70% | 2.77 | 2.79 | 150'000 | 100'000 | 149'999 | 100'000 | 425'331 | 285'556 | 97.12% | 97.12% |
13.03.2020 | 0.95% | 2.28 | 2.30 | 150'000 | 100'000 | 150'000 | 100'000 | 316'136 | 212'757 | 98.10% | 98.10% |
12.03.2020 | 0.99% | 2.23 | 2.25 | 150'000 | 100'000 | 150'000 | 100'000 | 301'960 | 203'307 | 84.49% | 84.49% |
11.03.2020 | 1.24% | 1.62 | 1.64 | 150'000 | 150'000 | 150'000 | 150'000 | 241'467 | 244'467 | 99.91% | 99.91% |
10.03.2020 | 1.34% | 1.62 | 1.64 | 150'000 | 150'000 | 150'000 | 150'000 | 222'760 | 225'760 | 91.35% | 91.35% |
09.03.2020 | 1.26% | 1.60 | 1.62 | 150'000 | 150'000 | 150'000 | 150'000 | 236'120 | 239'120 | 82.15% | 82.15% |