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 | 25.00% | 0.04 | 0.05 | 1'000'000 | 250'000 | 999'754 | 250'000 | 34'991 | 11'250 | 100.00% | 100.00% |
18.03.2021 | 22.22% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 | 12'500 | 100.00% | 100.00% |
17.03.2021 | 22.46% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'570 | 12'393 | 99.42% | 99.42% |
16.03.2021 | 21.96% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'596 | 12'649 | 100.00% | 100.00% |
15.03.2021 | 21.30% | 0.05 | 0.06 | 1'000'000 | 250'000 | 999'979 | 250'443 | 42'068 | 13'039 | 99.97% | 99.97% |
12.03.2021 | 18.78% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 424'490 | 48'365 | 25'019 | 100.00% | 100.00% |
11.03.2021 | 19.63% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 299'815 | 46'005 | 16'969 | 100.00% | 100.00% |
10.03.2021 | 18.18% | 0.05 | 0.06 | 1'000'000 | 500'000 | 999'225 | 499'742 | 49'978 | 29'994 | 100.00% | 100.00% |
09.03.2021 | 17.98% | 0.05 | 0.06 | 1'000'000 | 500'000 | 989'031 | 496'344 | 50'071 | 30'098 | 100.00% | 100.00% |