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 | - | - |
12.03.2020 | 21.00% | 0.18 | 0.21 | 20'000 | 20'000 | 18'225 | 18'225 | 3'687 | 4'475 | 27.47% | 31.16% |
11.03.2020 | 15.50% | 0.44 | 0.46 | 20'000 | 20'000 | 15'273 | 15'273 | 6'545 | 7'371 | 60.97% | 60.97% |
10.03.2020 | 17.37% | 0.39 | 0.41 | 20'000 | 20'000 | 13'416 | 13'416 | 5'836 | 6'829 | 89.60% | 89.60% |
09.03.2020 | 18.03% | 0.44 | 0.46 | 20'000 | 20'000 | 13'601 | 13'601 | 5'783 | 6'673 | 55.65% | 55.65% |
06.03.2020 | 13.00% | 0.76 | 0.78 | 40'000 | 40'000 | 24'812 | 24'812 | 18'373 | 20'540 | 88.67% | 88.67% |
05.03.2020 | 11.22% | 0.89 | 0.91 | 40'000 | 40'000 | 24'722 | 24'722 | 21'401 | 23'576 | 90.10% | 90.10% |
04.03.2020 | 10.53% | 0.94 | 0.96 | 40'000 | 40'000 | 24'767 | 24'767 | 22'983 | 25'154 | 88.66% | 88.66% |
03.03.2020 | 9.97% | 0.99 | 1.01 | 40'000 | 40'000 | 23'998 | 23'998 | 24'643 | 26'884 | 95.23% | 95.23% |
02.03.2020 | 9.77% | 1.02 | 1.04 | 40'000 | 40'000 | 24'857 | 24'857 | 25'050 | 27'240 | 86.89% | 86.89% |