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 | 2.60% | 0.38 | 0.39 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 380'000 | 195'000 | 43.03% | 43.03% |
19.03.2020 | 2.53% | 0.39 | 0.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 390'000 | 200'000 | 98.09% | 98.09% |
18.03.2020 | 2.53% | 0.39 | 0.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 390'000 | 200'000 | 98.49% | 98.49% |
17.03.2020 | 2.53% | 0.39 | 0.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 390'000 | 200'000 | 90.78% | 90.78% |
13.03.2020 | 2.53% | 0.39 | 0.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 390'000 | 200'000 | 97.34% | 97.34% |
12.03.2020 | 2.54% | 0.39 | 0.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 389'448 | 199'724 | 88.45% | 88.45% |
11.03.2020 | 2.53% | 0.39 | 0.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 390'000 | 200'000 | 100.00% | 100.00% |
10.03.2020 | 2.53% | 0.39 | 0.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 390'065 | 200'033 | 93.50% | 93.50% |
09.03.2020 | 2.51% | 0.39 | 0.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 393'334 | 201'667 | 73.94% | 73.94% |