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 | - | - |
09.03.2020 | 11.38% | 0.19 | 0.20 | 40'000 | 40'000 | 35'480 | 35'480 | 5'001 | 5'540 | 94.36% | 94.36% |
06.03.2020 | 2.45% | 0.38 | 0.39 | 80'000 | 80'000 | 80'000 | 80'000 | 32'284 | 33'084 | 97.99% | 97.99% |
05.03.2020 | 1.97% | 0.53 | 0.54 | 80'000 | 80'000 | 80'000 | 80'000 | 40'289 | 41'089 | 98.72% | 98.72% |
04.03.2020 | 1.91% | 0.52 | 0.53 | 80'000 | 80'000 | 80'000 | 80'000 | 41'549 | 42'349 | 99.35% | 99.35% |
03.03.2020 | 1.90% | 0.42 | 0.43 | 80'000 | 80'000 | 80'000 | 80'000 | 41'755 | 42'555 | 94.76% | 94.76% |
02.03.2020 | 2.38% | 0.45 | 0.46 | 80'000 | 80'000 | 80'000 | 79'998 | 33'551 | 34'349 | 98.53% | 98.53% |
28.02.2020 | 3.76% | 0.42 | 0.43 | 80'000 | 80'000 | 47'747 | 47'746 | 19'373 | 20'065 | 97.23% | 97.23% |
27.02.2020 | 1.73% | 0.57 | 0.58 | 80'000 | 80'000 | 80'000 | 80'000 | 45'926 | 46'726 | 91.38% | 91.38% |
26.02.2020 | 1.48% | 0.67 | 0.68 | 80'000 | 80'000 | 80'000 | 80'000 | 53'694 | 54'494 | 96.65% | 96.65% |