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 | 994'595 | 250'000 | 995 | 2'500 | 94.24% | 94.24% |
17.03.2021 | 162.91% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'046 | 2'519 | 100.00% | 100.00% |
16.03.2021 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 996'549 | 250'000 | 4'983 | 3'750 | 99.25% | 99.25% |
15.03.2021 | 66.53% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'793 | 250'000 | 10'039 | 5'010 | 100.00% | 100.00% |
12.03.2021 | 35.73% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'203 | 8'301 | 100.00% | 100.00% |
11.03.2021 | 30.48% | 0.03 | 0.04 | 1'000'000 | 250'000 | 998'231 | 249'957 | 27'956 | 9'498 | 99.11% | 99.11% |
10.03.2021 | 27.07% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'947 | 250'643 | 32'726 | 10'717 | 100.00% | 100.00% |
09.03.2021 | 17.59% | 0.05 | 0.06 | 1'000'000 | 500'000 | 957'790 | 463'469 | 49'777 | 28'860 | 87.01% | 87.01% |
08.03.2021 | 10.58% | 0.06 | 0.07 | 850'000 | 425'000 | 568'397 | 405'316 | 50'827 | 42'444 | 99.99% | 99.99% |