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 | - | - |
22.02.2021 | 5.28% | 0.18 | 0.19 | 300'000 | 300'000 | 287'001 | 287'001 | 52'870 | 55'740 | 97.32% | 97.32% |
19.02.2021 | 3.87% | 0.23 | 0.24 | 225'000 | 225'000 | 208'286 | 208'286 | 52'842 | 54'925 | 100.00% | 100.00% |
18.02.2021 | 3.26% | 0.32 | 0.33 | 175'000 | 175'000 | 175'000 | 175'000 | 52'837 | 54'587 | 100.00% | 100.00% |
17.02.2021 | 2.96% | 0.32 | 0.33 | 175'000 | 175'000 | 165'862 | 165'862 | 55'161 | 56'820 | 100.00% | 100.00% |
16.02.2021 | 2.79% | 0.35 | 0.36 | 150'000 | 150'000 | 150'000 | 150'000 | 52'953 | 54'453 | 100.00% | 100.00% |
15.02.2021 | 2.83% | 0.35 | 0.36 | 150'000 | 150'000 | 150'000 | 150'000 | 52'349 | 53'849 | 100.00% | 100.00% |
12.02.2021 | 2.60% | 0.37 | 0.38 | 150'000 | 150'000 | 150'000 | 150'000 | 57'014 | 58'514 | 100.00% | 100.00% |
11.02.2021 | 2.60% | 0.37 | 0.38 | 150'000 | 150'000 | 149'952 | 149'952 | 56'966 | 58'466 | 99.04% | 99.04% |
10.02.2021 | 2.53% | 0.40 | 0.41 | 125'000 | 125'000 | 144'821 | 144'821 | 56'488 | 57'937 | 100.00% | 100.00% |