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 | 3.39% | 0.29 | 0.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 290'000 | 150'000 | 42.29% | 42.29% |
19.03.2020 | 3.28% | 0.30 | 0.31 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 300'000 | 155'000 | 99.55% | 99.55% |
18.03.2020 | 3.28% | 0.30 | 0.31 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 300'000 | 155'000 | 96.06% | 96.06% |
17.03.2020 | 3.28% | 0.30 | 0.31 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 300'000 | 155'000 | 100.00% | 100.00% |
13.03.2020 | 3.28% | 0.30 | 0.31 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 300'000 | 155'000 | 97.85% | 97.85% |
12.03.2020 | 3.28% | 0.30 | 0.31 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 300'000 | 155'000 | 82.00% | 82.00% |
11.03.2020 | 3.28% | 0.30 | 0.31 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 300'000 | 155'000 | 98.15% | 98.15% |
10.03.2020 | 3.28% | 0.30 | 0.31 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 300'000 | 155'000 | 93.85% | 93.85% |
09.03.2020 | 3.28% | 0.30 | 0.31 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 300'000 | 155'000 | 81.67% | 81.67% |