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 | - | - |
18.03.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 994'371 | 250'000 | 994 | 2'500 | 94.24% | 94.24% |
17.03.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 2'500 | 100.00% | 100.00% |
16.03.2021 | 107.35% | 0.00 | 0.02 | 1'000'000 | 250'000 | 996'403 | 250'000 | 4'520 | 3'750 | 99.25% | 99.25% |
15.03.2021 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 100.00% | 100.00% |
12.03.2021 | 97.58% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'362 | 3'841 | 100.00% | 100.00% |
11.03.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 998'185 | 250'000 | 9'982 | 5'000 | 99.11% | 99.11% |
10.03.2021 | 63.11% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'451 | 249'664 | 11'059 | 5'260 | 100.00% | 100.00% |
09.03.2021 | 42.35% | 0.02 | 0.03 | 1'000'000 | 250'000 | 997'412 | 249'483 | 18'778 | 7'193 | 87.01% | 87.01% |
08.03.2021 | 26.18% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'563 | 250'510 | 34'431 | 11'141 | 100.00% | 100.00% |