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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'947 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
18.03.2021 | 42.35% | 0.02 | 0.02 | 1'000'000 | 250'000 | 999'813 | 250'000 | 15'135 | 5'277 | 100.00% | 100.00% |
17.03.2021 | 16.65% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'924 | 250'227 | 28'782 | 8'458 | 100.00% | 100.00% |
16.03.2021 | 9.03% | 0.06 | 0.06 | 925'000 | 475'000 | 952'395 | 473'417 | 50'501 | 27'527 | 100.00% | 100.00% |
15.03.2021 | 9.73% | 0.05 | 0.06 | 1'000'000 | 250'000 | 974'096 | 398'690 | 48'043 | 22'153 | 100.00% | 100.00% |
12.03.2021 | 11.04% | 0.05 | 0.05 | 1'000'000 | 250'000 | 995'922 | 297'989 | 43'113 | 14'737 | 100.00% | 100.00% |
11.03.2021 | 6.29% | 0.09 | 0.09 | 725'000 | 375'000 | 626'312 | 358'411 | 51'170 | 31'736 | 100.00% | 100.00% |
10.03.2021 | 6.50% | 0.08 | 0.09 | 675'000 | 350'000 | 546'400 | 403'685 | 51'537 | 42'215 | 100.00% | 100.00% |
09.03.2021 | 7.70% | 0.15 | 0.16 | 375'000 | 375'000 | 425'305 | 419'671 | 51'969 | 55'573 | 100.00% | 100.00% |