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 | - | 0.86 | - | 300'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.87% |
19.03.2020 | 1.69% | 1.14 | 1.16 | 300'000 | 100'000 | 300'000 | 100'000 | 353'402 | 119'801 | 97.50% | 97.50% |
18.03.2020 | 1.72% | 1.19 | 1.21 | 300'000 | 100'000 | 300'000 | 100'000 | 345'930 | 117'310 | 96.09% | 96.09% |
17.03.2020 | 2.02% | 0.90 | 0.92 | 300'000 | 100'000 | 300'000 | 100'000 | 293'777 | 99'926 | 97.86% | 97.86% |
13.03.2020 | 1.65% | 0.92 | 0.94 | 300'000 | 100'000 | 300'000 | 100'000 | 249'268 | 84'472 | 96.90% | 96.90% |
12.03.2020 | 1.04% | 1.06 | 1.07 | 300'000 | 100'000 | 300'000 | 100'000 | 288'838 | 97'279 | 90.79% | 90.79% |
11.03.2020 | 1.41% | 0.72 | 0.73 | 300'000 | 100'000 | 296'842 | 98'947 | 209'853 | 70'940 | 98.63% | 98.63% |
10.03.2020 | 1.81% | 0.68 | 0.69 | 300'000 | 100'000 | 300'000 | 100'000 | 166'434 | 56'478 | 94.13% | 94.13% |
09.03.2020 | 1.91% | 0.62 | 0.63 | 300'000 | 100'000 | 234'273 | 78'091 | 154'259 | 52'406 | 91.11% | 91.11% |