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 | 0.91% | 2.21 | 2.23 | 225'000 | 75'000 | 225'000 | 75'000 | 490'373 | 164'958 | 100.00% | 100.00% |
18.03.2021 | 0.86% | 2.33 | 2.35 | 225'000 | 75'000 | 225'000 | 75'000 | 521'332 | 175'277 | 99.40% | 99.40% |
17.03.2021 | 0.88% | 2.33 | 2.35 | 225'000 | 75'000 | 225'000 | 75'000 | 508'370 | 170'957 | 99.58% | 99.58% |
16.03.2021 | 0.92% | 2.20 | 2.22 | 225'000 | 75'000 | 225'000 | 75'000 | 488'813 | 164'438 | 99.57% | 99.57% |
15.03.2021 | 0.90% | 2.15 | 2.17 | 225'000 | 75'000 | 248'708 | 82'903 | 552'942 | 185'972 | 99.55% | 99.55% |
12.03.2021 | 0.45% | 2.27 | 2.28 | 300'000 | 100'000 | 300'000 | 100'000 | 672'371 | 225'124 | 99.15% | 99.15% |
11.03.2021 | 0.46% | 2.25 | 2.26 | 300'000 | 100'000 | 300'000 | 100'000 | 657'441 | 220'147 | 99.26% | 99.26% |
10.03.2021 | 0.49% | 2.13 | 2.14 | 300'000 | 100'000 | 300'000 | 100'000 | 615'109 | 206'036 | 99.57% | 99.57% |
09.03.2021 | 0.53% | 1.95 | 1.96 | 300'000 | 100'000 | 300'000 | 100'000 | 563'600 | 188'867 | 99.57% | 99.57% |