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 | 6.49% | 0.20 | 0.21 | 250'000 | 250'000 | 354'659 | 354'659 | 53'112 | 56'659 | 87.27% | 87.27% |
18.03.2021 | 6.19% | 0.17 | 0.18 | 300'000 | 300'000 | 334'445 | 334'445 | 52'453 | 55'798 | 100.00% | 100.00% |
17.03.2021 | 3.06% | 0.32 | 0.33 | 175'000 | 175'000 | 167'605 | 167'605 | 53'894 | 55'570 | 100.00% | 100.00% |
16.03.2021 | 2.89% | 0.35 | 0.36 | 125'000 | 125'000 | 156'292 | 156'292 | 53'384 | 54'947 | 100.00% | 100.00% |
15.03.2021 | 3.37% | 0.26 | 0.27 | 200'000 | 200'000 | 180'775 | 180'775 | 52'902 | 54'709 | 100.00% | 100.00% |
12.03.2021 | 3.43% | 0.24 | 0.25 | 225'000 | 225'000 | 185'091 | 185'091 | 53'124 | 54'975 | 100.00% | 100.00% |
11.03.2021 | 2.16% | 0.44 | 0.45 | 125'000 | 125'000 | 120'565 | 120'565 | 55'087 | 56'293 | 100.00% | 100.00% |
10.03.2021 | 3.21% | 0.38 | 0.39 | 150'000 | 150'000 | 176'041 | 176'041 | 54'147 | 55'908 | 100.00% | 100.00% |
09.03.2021 | 4.13% | 0.25 | 0.26 | 200'000 | 200'000 | 223'453 | 223'453 | 53'035 | 55'270 | 100.00% | 100.00% |