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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'993 | 250'000 | 1'000 | 3'750 | 46.88% | 46.88% |
18.03.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 99.61% | 99.61% |
17.03.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 100.00% | 100.00% |
16.03.2021 | 54.16% | 0.01 | 0.02 | 1'000'000 | 250'000 | 996'886 | 250'000 | 13'704 | 5'938 | 99.21% | 99.21% |
15.03.2021 | 48.36% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'810 | 250'000 | 15'885 | 6'472 | 100.00% | 100.00% |
12.03.2021 | 26.09% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'546 | 250'000 | 33'692 | 10'926 | 100.00% | 100.00% |
11.03.2021 | 23.27% | 0.03 | 0.04 | 1'000'000 | 250'000 | 998'841 | 249'975 | 38'263 | 12'076 | 99.07% | 99.07% |
10.03.2021 | 17.49% | 0.05 | 0.06 | 1'000'000 | 250'000 | 931'082 | 398'450 | 48'806 | 25'425 | 100.00% | 100.00% |
09.03.2021 | 12.16% | 0.07 | 0.08 | 725'000 | 375'000 | 651'815 | 354'903 | 50'372 | 31'352 | 100.00% | 100.00% |