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 | 51.54% | 0.15 | 0.19 | 20'000 | 20'000 | 11'259 | 11'259 | 1'903 | 3'121 | 56.30% | 81.11% |
17.03.2020 | 35.50% | 0.30 | 0.34 | 20'000 | 20'000 | 13'963 | 13'963 | 3'330 | 4'533 | 78.54% | 78.54% |
13.03.2020 | 20.88% | 0.32 | 0.36 | 20'000 | 20'000 | 13'729 | 13'729 | 5'383 | 6'388 | 67.66% | 67.66% |
12.03.2020 | 11.55% | 0.43 | 0.47 | 20'000 | 20'000 | 18'308 | 18'308 | 8'257 | 9'151 | 31.15% | 31.15% |
11.03.2020 | 9.90% | 0.70 | 0.72 | 20'000 | 20'000 | 15'272 | 15'272 | 10'555 | 11'380 | 60.97% | 60.97% |
10.03.2020 | 11.63% | 0.65 | 0.67 | 20'000 | 20'000 | 13'416 | 13'416 | 9'339 | 10'331 | 89.59% | 89.59% |
09.03.2020 | 11.82% | 0.70 | 0.72 | 20'000 | 20'000 | 13'590 | 13'590 | 9'311 | 10'202 | 55.53% | 55.53% |
06.03.2020 | 9.80% | 1.02 | 1.04 | 40'000 | 40'000 | 24'795 | 24'795 | 24'807 | 26'975 | 88.95% | 88.95% |
05.03.2020 | 8.72% | 1.16 | 1.18 | 40'000 | 40'000 | 24'735 | 24'735 | 27'977 | 30'151 | 89.97% | 89.97% |