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 | 103.29% | 0.00 | 0.01 | 1'000'000 | 250'000 | 991'778 | 250'511 | 6'022 | 4'000 | 89.52% | 89.52% |
17.03.2021 | 18.07% | 0.05 | 0.06 | 850'000 | 425'000 | 919'944 | 377'441 | 47'216 | 24'030 | 96.77% | 96.77% |
16.03.2021 | 18.86% | 0.05 | 0.06 | 1'000'000 | 250'000 | 981'642 | 399'896 | 47'561 | 23'846 | 99.24% | 99.24% |
15.03.2021 | 9.31% | 0.11 | 0.12 | 425'000 | 425'000 | 499'254 | 436'138 | 51'187 | 49'880 | 94.82% | 94.82% |
12.03.2021 | 6.53% | 0.15 | 0.16 | 350'000 | 350'000 | 353'779 | 353'871 | 52'424 | 55'977 | 97.99% | 97.99% |
11.03.2021 | 6.37% | 0.14 | 0.15 | 375'000 | 375'000 | 343'969 | 343'960 | 52'260 | 55'698 | 99.10% | 99.10% |
10.03.2021 | 6.28% | 0.14 | 0.15 | 350'000 | 350'000 | 335'498 | 335'489 | 51'815 | 55'170 | 99.99% | 99.99% |
09.03.2021 | 4.40% | 0.19 | 0.20 | 250'000 | 250'000 | 236'918 | 236'862 | 52'749 | 55'105 | 86.81% | 86.81% |
08.03.2021 | 2.97% | 0.24 | 0.25 | 225'000 | 225'000 | 161'801 | 161'779 | 53'777 | 55'387 | 99.93% | 99.93% |