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 | 17.69% | 0.05 | 0.06 | 925'000 | 475'000 | 974'844 | 491'615 | 50'265 | 30'276 | 100.00% | 100.00% |
18.03.2021 | 16.49% | 0.06 | 0.07 | 925'000 | 475'000 | 914'947 | 468'298 | 50'913 | 30'736 | 100.00% | 100.00% |
17.03.2021 | 16.57% | 0.06 | 0.07 | 925'000 | 475'000 | 919'278 | 471'241 | 50'873 | 30'788 | 100.00% | 100.00% |
16.03.2021 | 15.46% | 0.06 | 0.07 | 850'000 | 425'000 | 854'681 | 428'377 | 51'035 | 29'862 | 100.00% | 100.00% |
15.03.2021 | 15.55% | 0.06 | 0.07 | 850'000 | 425'000 | 859'916 | 432'452 | 50'988 | 29'961 | 100.00% | 100.00% |
12.03.2021 | 13.33% | 0.07 | 0.08 | 725'000 | 375'000 | 725'000 | 375'000 | 50'750 | 30'000 | 100.00% | 100.00% |
11.03.2021 | 13.99% | 0.07 | 0.08 | 725'000 | 375'000 | 759'381 | 392'190 | 50'471 | 29'989 | 100.00% | 100.00% |
10.03.2021 | 13.33% | 0.07 | 0.08 | 725'000 | 375'000 | 724'483 | 374'741 | 50'732 | 29'989 | 100.00% | 100.00% |
09.03.2021 | 13.20% | 0.07 | 0.08 | 725'000 | 375'000 | 716'633 | 370'816 | 50'721 | 29'954 | 100.00% | 100.00% |