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 | 0.76% | 2.55 | 2.57 | 600'000 | 250'000 | 600'000 | 250'000 | 1'579'420 | 663'091 | 96.08% | 96.08% |
19.03.2020 | 0.69% | 2.95 | 2.97 | 600'000 | 250'000 | 600'000 | 250'000 | 1'724'490 | 723'539 | 99.43% | 99.43% |
18.03.2020 | 0.72% | 2.63 | 2.65 | 600'000 | 250'000 | 600'000 | 250'000 | 1'675'000 | 702'918 | 93.33% | 93.33% |
17.03.2020 | 0.74% | 2.54 | 2.56 | 600'000 | 250'000 | 600'000 | 250'000 | 1'621'660 | 680'691 | 98.92% | 98.92% |
13.03.2020 | 1.01% | 2.14 | 2.16 | 600'000 | 250'000 | 600'000 | 250'000 | 1'178'400 | 496'000 | 99.10% | 99.10% |
12.03.2020 | 1.05% | 2.03 | 2.05 | 600'000 | 250'000 | 600'000 | 250'000 | 1'140'790 | 480'330 | 80.95% | 80.95% |
11.03.2020 | 1.23% | 1.37 | 1.39 | 600'000 | 200'000 | 652'837 | 217'612 | 816'181 | 275'397 | 99.00% | 99.00% |
10.03.2020 | 0.98% | 1.12 | 1.13 | 600'000 | 200'000 | 742'065 | 225'154 | 752'907 | 231'441 | 91.25% | 91.25% |
09.03.2020 | 0.83% | 1.14 | 1.15 | 750'000 | 150'000 | 750'000 | 150'000 | 901'847 | 181'869 | 79.93% | 80.14% |