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 | - | - |
03.04.2020 | 1.61% | 0.58 | 0.59 | 250'000 | 250'000 | 250'000 | 249'665 | 153'834 | 156'117 | 4.67% | 99.52% |
02.04.2020 | 1.38% | 0.66 | 0.67 | 250'000 | 250'000 | 162'772 | 162'608 | 120'719 | 122'240 | 95.77% | 100.00% |
01.04.2020 | 1.11% | 0.71 | 0.72 | 125'000 | 125'000 | 124'799 | 124'835 | 113'056 | 114'332 | 100.00% | 100.00% |
31.03.2020 | 1.38% | 0.56 | 0.62 | 125'000 | 125'000 | 124'935 | 124'825 | 90'555 | 91'727 | 50.27% | 99.52% |
30.03.2020 | 0.83% | 0.93 | 0.99 | 125'000 | 125'000 | 124'891 | 124'838 | 150'614 | 151'809 | 88.12% | 100.00% |
27.03.2020 | 0.80% | 1.25 | 1.26 | 125'000 | 125'000 | 124'934 | 124'975 | 155'723 | 157'033 | 100.00% | 100.00% |
26.03.2020 | 0.74% | 0.98 | 1.00 | 125'000 | 125'000 | 124'983 | 124'978 | 169'436 | 170'679 | 86.44% | 93.79% |
25.03.2020 | 0.68% | 1.39 | 1.40 | 125'000 | 125'000 | 124'953 | 124'927 | 187'818 | 189'041 | 90.47% | 90.47% |
24.03.2020 | 0.47% | 1.94 | 1.95 | 125'000 | 125'000 | 124'964 | 125'000 | 263'493 | 264'821 | 98.41% | 98.41% |