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 | 1.30% | 0.73 | 0.76 | 250'000 | 250'000 | 250'000 | 250'000 | 190'723 | 193'223 | 0.49% | 97.18% |
02.04.2020 | 1.13% | 0.80 | 0.81 | 250'000 | 250'000 | 161'921 | 161'921 | 146'412 | 148'031 | 92.61% | 100.00% |
01.04.2020 | 0.93% | 0.89 | 0.90 | 125'000 | 125'000 | 125'000 | 125'000 | 134'410 | 135'660 | 99.60% | 99.60% |
31.03.2020 | 1.14% | 0.74 | 0.80 | 125'000 | 125'000 | 125'000 | 125'000 | 109'324 | 110'574 | 49.38% | 99.54% |
30.03.2020 | 0.74% | 1.08 | 1.14 | 125'000 | 125'000 | 125'000 | 125'000 | 169'639 | 170'889 | 87.46% | 100.00% |
27.03.2020 | 0.73% | 1.39 | 1.40 | 125'000 | 125'000 | 138'777 | 124'999 | 193'487 | 173'898 | 99.96% | 100.00% |
26.03.2020 | 0.66% | 1.14 | 1.18 | 125'000 | 125'000 | 124'965 | 124'929 | 191'202 | 192'404 | 84.37% | 93.70% |
25.03.2020 | 0.61% | 1.56 | 1.57 | 125'000 | 125'000 | 124'918 | 124'932 | 209'151 | 210'434 | 91.14% | 91.14% |
24.03.2020 | 0.44% | 2.13 | 2.14 | 125'000 | 125'000 | 124'997 | 124'987 | 285'401 | 286'626 | 98.40% | 98.40% |