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 | 0.74% | 2.75 | 2.77 | 150'000 | 100'000 | 150'000 | 100'000 | 405'621 | 272'414 | 81.39% | 81.39% |
19.03.2020 | 0.64% | 3.02 | 3.04 | 150'000 | 100'000 | 150'000 | 100'000 | 467'556 | 313'704 | 99.97% | 99.97% |
18.03.2020 | 0.64% | 3.19 | 3.21 | 150'000 | 100'000 | 150'000 | 100'000 | 468'566 | 314'377 | 97.88% | 97.88% |
17.03.2020 | 0.65% | 2.90 | 2.92 | 150'000 | 100'000 | 150'000 | 100'000 | 459'417 | 308'278 | 97.81% | 97.81% |
13.03.2020 | 0.79% | 2.67 | 2.69 | 150'000 | 100'000 | 150'000 | 100'000 | 376'411 | 252'941 | 99.95% | 99.95% |
12.03.2020 | 0.82% | 2.63 | 2.65 | 150'000 | 250'000 | 150'000 | 250'000 | 364'355 | 612'259 | 86.29% | 86.29% |
11.03.2020 | 0.99% | 2.08 | 2.10 | 150'000 | 150'000 | 150'000 | 150'000 | 303'068 | 306'068 | 99.99% | 99.99% |
10.03.2020 | 0.97% | 1.97 | 1.99 | 150'000 | 150'000 | 150'000 | 142'218 | 283'171 | 270'618 | 90.72% | 90.96% |
09.03.2020 | 1.01% | 2.02 | 2.04 | 150'000 | 100'000 | 150'000 | 100'000 | 296'268 | 199'512 | 80.97% | 80.97% |