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 | 3.53% | 0.36 | 0.37 | 175'000 | 175'000 | 192'576 | 192'886 | 53'917 | 55'928 | 94.05% | 94.05% |
17.03.2021 | 5.61% | 0.18 | 0.19 | 317'000 | 325'000 | 301'098 | 300'991 | 52'229 | 55'221 | 99.41% | 99.41% |
16.03.2021 | 4.02% | 0.23 | 0.24 | 200'000 | 200'000 | 214'367 | 214'876 | 52'274 | 54'557 | 98.81% | 98.81% |
15.03.2021 | 5.92% | 0.15 | 0.16 | 375'000 | 375'000 | 317'544 | 317'292 | 52'045 | 55'174 | 99.97% | 99.97% |
12.03.2021 | 5.71% | 0.15 | 0.16 | 325'000 | 325'000 | 303'128 | 303'060 | 51'664 | 54'683 | 100.00% | 100.00% |
11.03.2021 | 4.46% | 0.22 | 0.23 | 225'000 | 225'000 | 240'189 | 239'912 | 52'655 | 54'994 | 99.09% | 99.09% |
10.03.2021 | 4.30% | 0.27 | 0.28 | 225'000 | 225'000 | 231'412 | 231'578 | 52'787 | 55'152 | 99.92% | 99.92% |
09.03.2021 | 5.46% | 0.20 | 0.21 | 275'000 | 275'000 | 293'112 | 293'252 | 52'291 | 55'251 | 86.78% | 86.78% |
08.03.2021 | 7.52% | 0.18 | 0.19 | 250'000 | 250'000 | 401'086 | 400'737 | 51'326 | 55'313 | 99.97% | 99.97% |