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 | - | - |
11.03.2020 | - | 0.00 | - | 1'500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.60% |
10.03.2020 | - | 0.00 | - | 1'500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 82.30% |
09.03.2020 | - | 0.00 | - | 800'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
06.03.2020 | - | 0.01 | 0.02 | 1'500'000 | 337'999 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
05.03.2020 | 54.67% | 0.01 | 0.02 | 1'500'000 | 337'999 | 1'500'000 | 337'999 | 20'330 | 7'961 | 99.97% | 99.97% |
04.03.2020 | 47.62% | 0.02 | 0.03 | 1'500'000 | 337'999 | 1'500'000 | 337'999 | 24'000 | 8'788 | 91.82% | 91.82% |
03.03.2020 | 38.46% | 0.02 | 0.03 | 1'500'000 | 366'299 | 1'500'000 | 367'517 | 31'500 | 11'393 | 98.43% | 98.43% |
02.03.2020 | 45.45% | 0.02 | 0.03 | 1'500'000 | 396'299 | 1'500'000 | 399'743 | 25'500 | 10'793 | 100.00% | 100.00% |
28.02.2020 | 38.62% | 0.01 | 0.02 | 1'000'000 | 421'299 | 999'958 | 387'319 | 21'537 | 12'165 | 100.00% | 100.00% |