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 | 19.61% | 0.21 | 0.24 | 20'000 | 20'000 | 18'279 | 18'279 | 4'209 | 5'047 | 28.85% | 31.15% |
11.03.2020 | 14.35% | 0.48 | 0.50 | 20'000 | 20'000 | 15'271 | 15'271 | 7'121 | 7'946 | 60.98% | 60.98% |
10.03.2020 | 16.20% | 0.43 | 0.45 | 20'000 | 20'000 | 13'416 | 13'416 | 6'344 | 7'337 | 89.59% | 89.59% |
09.03.2020 | 16.77% | 0.48 | 0.50 | 20'000 | 20'000 | 13'596 | 13'596 | 6'290 | 7'180 | 55.46% | 55.46% |
06.03.2020 | 12.44% | 0.80 | 0.82 | 40'000 | 40'000 | 24'793 | 24'793 | 19'252 | 21'421 | 89.00% | 89.00% |
05.03.2020 | 10.79% | 0.93 | 0.95 | 40'000 | 40'000 | 24'737 | 24'737 | 22'325 | 24'499 | 89.93% | 89.93% |
04.03.2020 | 10.15% | 0.98 | 1.00 | 40'000 | 40'000 | 24'770 | 24'770 | 23'900 | 26'071 | 88.70% | 88.70% |
03.03.2020 | 9.66% | 1.03 | 1.05 | 40'000 | 40'000 | 23'974 | 23'974 | 25'488 | 27'731 | 95.05% | 95.05% |
02.03.2020 | 9.44% | 1.05 | 1.07 | 40'000 | 40'000 | 24'854 | 24'854 | 25'956 | 28'146 | 86.86% | 86.86% |