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 | - | - |
20.03.2020 | 3.18% | 0.65 | 0.67 | 300'000 | 250'000 | 300'000 | 250'000 | 187'250 | 161'042 | 81.13% | 81.13% |
19.03.2020 | 2.79% | 0.62 | 0.64 | 300'000 | 250'000 | 300'000 | 250'000 | 215'425 | 184'521 | 97.28% | 97.28% |
18.03.2020 | 2.14% | 0.85 | 0.87 | 300'000 | 250'000 | 300'000 | 250'000 | 278'441 | 237'034 | 97.74% | 97.74% |
17.03.2020 | 2.17% | 0.94 | 0.96 | 300'000 | 250'000 | 307'479 | 250'000 | 280'784 | 233'920 | 96.85% | 96.85% |
13.03.2020 | 2.44% | 1.02 | 1.04 | 300'000 | 250'000 | 319'159 | 250'000 | 259'775 | 210'899 | 99.28% | 99.28% |
12.03.2020 | 2.07% | 1.05 | 1.07 | 300'000 | 250'000 | 300'000 | 250'000 | 288'270 | 245'225 | 85.54% | 85.54% |
11.03.2020 | 2.35% | 0.84 | 0.86 | 300'000 | 100'000 | 300'000 | 100'000 | 252'052 | 86'017 | 99.81% | 99.81% |
10.03.2020 | 2.85% | 0.81 | 0.83 | 300'000 | 100'000 | 300'000 | 100'000 | 208'900 | 71'633 | 90.87% | 90.87% |
09.03.2020 | 2.09% | 0.90 | 0.92 | 300'000 | 100'000 | 300'000 | 100'000 | 284'264 | 96'755 | 72.70% | 72.70% |