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 | 2.06% | 0.56 | 0.57 | 100'000 | 100'000 | 116'544 | 116'608 | 55'980 | 57'178 | 94.19% | 94.19% |
17.03.2021 | 2.84% | 0.35 | 0.36 | 175'000 | 175'000 | 157'774 | 157'776 | 54'658 | 56'236 | 99.94% | 99.94% |
16.03.2021 | 2.33% | 0.41 | 0.42 | 125'000 | 125'000 | 125'220 | 125'220 | 53'165 | 54'418 | 99.20% | 99.20% |
15.03.2021 | 3.11% | 0.30 | 0.31 | 200'000 | 200'000 | 170'865 | 170'863 | 54'071 | 55'779 | 99.96% | 99.96% |
12.03.2021 | 3.14% | 0.29 | 0.30 | 175'000 | 175'000 | 172'233 | 172'233 | 54'095 | 55'817 | 99.95% | 99.95% |
11.03.2021 | 2.64% | 0.37 | 0.38 | 150'000 | 150'000 | 146'791 | 146'791 | 54'799 | 56'266 | 99.08% | 99.08% |
10.03.2021 | 2.57% | 0.43 | 0.44 | 125'000 | 125'000 | 140'077 | 140'077 | 53'795 | 55'196 | 99.97% | 99.97% |
09.03.2021 | 3.10% | 0.35 | 0.36 | 150'000 | 150'000 | 171'110 | 171'110 | 54'399 | 56'110 | 86.78% | 86.78% |
08.03.2021 | 4.12% | 0.32 | 0.33 | 150'000 | 150'000 | 218'507 | 218'515 | 51'963 | 54'151 | 99.58% | 99.58% |