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 | - | - |
19.03.2021 | 5.85% | 0.08 | 0.08 | 425'000 | 25'000 | 425'000 | 25'000 | 35'676 | 2'224 | 99.75% | 99.75% |
18.03.2021 | 6.00% | 0.10 | 0.11 | 425'000 | 25'000 | 425'000 | 25'000 | 39'010 | 2'438 | 100.00% | 100.00% |
17.03.2021 | 6.35% | 0.08 | 0.08 | 425'000 | 25'000 | 425'000 | 25'000 | 33'229 | 2'081 | 99.92% | 99.92% |
16.03.2021 | 7.54% | 0.11 | 0.12 | 425'000 | 25'000 | 424'956 | 25'000 | 54'577 | 3'461 | 100.00% | 100.00% |
15.03.2021 | 8.70% | 0.10 | 0.11 | 425'000 | 25'000 | 425'000 | 24'958 | 46'866 | 3'001 | 100.00% | 100.00% |
12.03.2021 | 8.21% | 0.12 | 0.13 | 425'000 | 25'000 | 425'000 | 25'000 | 49'752 | 3'177 | 100.00% | 100.00% |
11.03.2021 | 8.13% | 0.13 | 0.14 | 425'000 | 25'000 | 425'000 | 25'000 | 50'226 | 3'205 | 100.00% | 100.00% |
10.03.2021 | 7.56% | 0.10 | 0.10 | 425'000 | 25'000 | 425'000 | 25'000 | 41'428 | 2'632 | 100.00% | 100.00% |
09.03.2021 | 6.50% | 0.09 | 0.10 | 425'000 | 25'000 | 425'000 | 25'000 | 35'928 | 2'257 | 100.00% | 100.00% |