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 | - | 1.19 | - | 450'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 79.44% |
19.03.2020 | 0.71% | 1.33 | 1.34 | 450'000 | 150'000 | 450'000 | 150'000 | 628'082 | 210'861 | 75.26% | 75.26% |
18.03.2020 | 0.78% | 1.34 | 1.35 | 450'000 | 150'000 | 450'000 | 150'000 | 572'819 | 192'440 | 81.40% | 81.40% |
17.03.2020 | 0.91% | 1.01 | 1.02 | 450'000 | 150'000 | 450'000 | 150'000 | 491'303 | 165'268 | 69.67% | 69.67% |
13.03.2020 | 1.40% | 0.89 | 0.90 | 225'000 | 75'000 | 225'000 | 75'000 | 161'334 | 54'528 | 88.48% | 88.48% |
12.03.2020 | 1.52% | 0.82 | 0.83 | 225'000 | 75'000 | 225'000 | 75'000 | 147'822 | 50'024 | 80.23% | 80.23% |
11.03.2020 | 2.67% | 0.40 | 0.41 | 450'000 | 150'000 | 450'000 | 150'000 | 166'849 | 57'116 | 99.45% | 99.45% |
10.03.2020 | 3.21% | 0.38 | 0.39 | 450'000 | 150'000 | 439'724 | 146'575 | 137'720 | 47'372 | 91.41% | 91.41% |
09.03.2020 | 3.14% | 0.38 | 0.39 | 450'000 | 150'000 | 450'000 | 150'000 | 168'164 | 57'812 | 82.21% | 82.21% |