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 | - | - |
18.03.2020 | 60.52% | 0.13 | 0.19 | 20'000 | 20'000 | 10'506 | 10'506 | 1'550 | 2'844 | 51.82% | 78.31% |
17.03.2020 | 38.49% | 0.28 | 0.32 | 20'000 | 20'000 | 13'863 | 13'863 | 3'037 | 4'241 | 77.26% | 78.45% |
13.03.2020 | 22.05% | 0.29 | 0.33 | 20'000 | 20'000 | 13'846 | 13'846 | 5'097 | 6'120 | 67.68% | 67.68% |
12.03.2020 | 12.17% | 0.41 | 0.45 | 20'000 | 20'000 | 18'303 | 18'303 | 7'794 | 8'690 | 31.19% | 31.19% |
11.03.2020 | 10.24% | 0.68 | 0.70 | 20'000 | 20'000 | 15'272 | 15'272 | 10'194 | 11'020 | 60.98% | 60.98% |
10.03.2020 | 11.97% | 0.63 | 0.65 | 20'000 | 20'000 | 13'416 | 13'416 | 9'031 | 10'023 | 89.60% | 89.60% |
09.03.2020 | 12.13% | 0.68 | 0.70 | 20'000 | 20'000 | 13'611 | 13'611 | 9'042 | 9'931 | 55.49% | 55.49% |
06.03.2020 | 9.99% | 1.00 | 1.02 | 40'000 | 40'000 | 24'813 | 24'813 | 24'301 | 26'467 | 88.63% | 88.63% |
05.03.2020 | 8.89% | 1.14 | 1.16 | 40'000 | 40'000 | 24'730 | 24'730 | 27'414 | 29'589 | 89.94% | 89.94% |