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 | - | 0.37 | - | 250'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.77% |
02.04.2020 | 1.55% | 0.45 | 0.60 | 250'000 | 250'000 | 239'380 | 239'369 | 154'442 | 156'830 | 20.86% | 100.00% |
01.04.2020 | 1.37% | 0.51 | 0.60 | 125'000 | 125'000 | 124'986 | 124'919 | 91'008 | 92'209 | 88.48% | 100.00% |
31.03.2020 | 1.49% | 0.36 | 0.65 | 125'000 | 125'000 | 125'000 | 125'000 | 83'200 | 84'450 | 3.85% | 99.51% |
30.03.2020 | 0.93% | 0.74 | 0.99 | 125'000 | 125'000 | 124'989 | 124'951 | 134'614 | 135'822 | 61.97% | 100.00% |
27.03.2020 | 0.89% | 1.06 | 1.07 | 125'000 | 125'000 | 124'953 | 124'952 | 139'964 | 141'209 | 70.68% | 100.00% |
26.03.2020 | 0.81% | 0.81 | 1.00 | 125'000 | 125'000 | 124'977 | 124'947 | 154'814 | 156'031 | 71.79% | 93.91% |
25.03.2020 | 0.74% | 1.22 | 1.23 | 125'000 | 125'000 | 124'984 | 124'970 | 170'786 | 172'026 | 82.91% | 91.40% |
24.03.2020 | 0.52% | 1.75 | 1.76 | 125'000 | 125'000 | 125'000 | 124'978 | 239'865 | 241'073 | 98.40% | 98.40% |