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 | - | - |
11.03.2020 | 4.84% | 0.35 | 0.37 | 750'000 | 150'000 | 750'000 | 150'000 | 306'467 | 64'294 | 99.13% | 99.13% |
10.03.2020 | 3.74% | 0.37 | 0.39 | 750'000 | 150'000 | 750'000 | 167'286 | 406'224 | 93'576 | 91.35% | 91.35% |
09.03.2020 | 5.98% | 0.35 | 0.37 | 750'000 | 250'000 | 750'000 | 250'000 | 247'355 | 87'452 | 80.51% | 80.51% |
06.03.2020 | 3.00% | 0.63 | 0.65 | 750'000 | 250'000 | 750'000 | 250'000 | 494'520 | 169'840 | 98.50% | 98.50% |
05.03.2020 | 2.35% | 0.82 | 0.84 | 750'000 | 250'000 | 750'000 | 250'000 | 634'163 | 216'388 | 99.69% | 99.69% |
04.03.2020 | 1.94% | 0.97 | 0.99 | 750'000 | 250'000 | 750'000 | 250'000 | 767'624 | 260'875 | 99.81% | 99.81% |
03.03.2020 | 1.10% | 0.95 | 0.97 | 750'000 | 250'000 | 747'202 | 249'658 | 747'584 | 252'564 | 93.87% | 94.02% |
02.03.2020 | 2.57% | 0.72 | 0.73 | 700'000 | 250'000 | 748'942 | 248'835 | 496'927 | 169'395 | 98.17% | 98.17% |
28.02.2020 | 3.09% | 0.55 | 0.57 | 750'000 | 250'000 | 750'000 | 250'000 | 482'033 | 165'678 | 98.87% | 98.87% |