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 | 1.79% | 1.13 | 1.15 | 300'000 | 100'000 | 300'000 | 100'000 | 332'570 | 112'857 | 96.21% | 96.21% |
19.03.2020 | 1.71% | 1.15 | 1.17 | 300'000 | 100'000 | 300'000 | 100'000 | 348'652 | 118'217 | 99.57% | 99.57% |
18.03.2020 | 1.68% | 1.15 | 1.17 | 300'000 | 100'000 | 300'000 | 100'000 | 355'230 | 120'410 | 93.35% | 93.35% |
17.03.2020 | 1.66% | 1.14 | 1.16 | 300'000 | 100'000 | 300'000 | 100'000 | 358'478 | 121'493 | 99.44% | 99.44% |
13.03.2020 | 1.81% | 1.14 | 1.16 | 300'000 | 100'000 | 300'000 | 100'000 | 328'320 | 111'440 | 99.68% | 99.68% |
12.03.2020 | 1.85% | 1.13 | 1.15 | 300'000 | 100'000 | 300'000 | 100'000 | 321'573 | 109'191 | 81.27% | 81.27% |
11.03.2020 | 1.68% | 0.96 | 0.98 | 300'000 | 100'000 | 300'000 | 100'000 | 281'424 | 95'403 | 99.07% | 99.07% |
10.03.2020 | 1.14% | 0.92 | 0.93 | 300'000 | 100'000 | 300'000 | 100'000 | 262'360 | 88'453 | 91.31% | 91.31% |
09.03.2020 | 1.12% | 0.92 | 0.93 | 300'000 | 100'000 | 300'000 | 100'000 | 265'602 | 89'534 | 82.66% | 82.66% |