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 | 1.74% | 0.58 | 0.59 | 100'000 | 100'000 | 100'000 | 100'000 | 57'116 | 58'116 | 100.00% | 100.00% |
18.03.2021 | 1.68% | 0.62 | 0.63 | 100'000 | 100'000 | 100'000 | 100'000 | 58'960 | 59'960 | 100.00% | 100.00% |
17.03.2021 | 2.00% | 0.51 | 0.52 | 100'000 | 100'000 | 116'166 | 116'166 | 57'334 | 58'496 | 100.00% | 100.00% |
16.03.2021 | 2.03% | 0.47 | 0.48 | 125'000 | 125'000 | 119'021 | 119'018 | 57'877 | 59'065 | 100.00% | 100.00% |
15.03.2021 | 2.11% | 0.44 | 0.45 | 125'000 | 125'000 | 123'674 | 123'674 | 57'988 | 59'225 | 100.00% | 100.00% |
12.03.2021 | 2.03% | 0.49 | 0.50 | 100'000 | 100'000 | 120'074 | 120'074 | 58'445 | 59'645 | 100.00% | 100.00% |
11.03.2021 | 2.11% | 0.47 | 0.48 | 125'000 | 125'000 | 124'920 | 124'920 | 58'489 | 59'738 | 100.00% | 100.00% |
10.03.2021 | 1.89% | 0.52 | 0.53 | 100'000 | 100'000 | 100'000 | 100'000 | 52'476 | 53'476 | 100.00% | 100.00% |
09.03.2021 | 1.95% | 0.51 | 0.52 | 100'000 | 100'000 | 105'988 | 105'988 | 53'862 | 54'922 | 100.00% | 100.00% |