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 | 23.22% | 0.08 | 0.10 | 750'000 | 250'000 | 750'000 | 250'000 | 57'111 | 24'037 | 93.63% | 93.63% |
18.03.2021 | 8.61% | 0.16 | 0.17 | 750'000 | 250'000 | 833'369 | 277'790 | 94'019 | 34'118 | 91.92% | 91.92% |
17.03.2021 | 21.07% | 0.10 | 0.11 | 900'000 | 300'000 | 994'092 | 423'596 | 44'915 | 22'882 | 99.40% | 99.40% |
16.03.2021 | 16.38% | 0.06 | 0.07 | 1'000'000 | 400'000 | 999'099 | 399'099 | 56'671 | 26'616 | 99.49% | 99.49% |
15.03.2021 | 23.01% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'763 | 24'381 | 99.46% | 99.46% |
12.03.2021 | 16.53% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 499'835 | 56'128 | 33'051 | 98.34% | 98.34% |
11.03.2021 | 9.81% | 0.08 | 0.09 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 97'319 | 42'928 | 99.41% | 99.41% |
10.03.2021 | 15.83% | 0.07 | 0.08 | 1'000'000 | 500'000 | 1'000'000 | 499'178 | 58'902 | 34'377 | 99.44% | 99.44% |
09.03.2021 | 15.18% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 499'792 | 61'327 | 35'645 | 99.43% | 99.43% |