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 | - | - |
26.03.2021 | 4.83% | 0.14 | 0.21 | 360'000 | 300'000 | 300'000 | 300'000 | 60'625 | 63'625 | 6.53% | 88.21% |
25.03.2021 | 4.18% | 0.26 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 72'376 | 75'452 | 66.34% | 67.26% |
24.03.2021 | 3.93% | 0.28 | 0.30 | 300'000 | 300'000 | 300'000 | 300'000 | 79'527 | 82'671 | 42.59% | 43.46% |
23.03.2021 | 3.71% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 80'484 | 83'484 | 83.73% | 97.84% |
22.03.2021 | 2.26% | 0.33 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 134'009 | 137'009 | 96.61% | 96.61% |
19.03.2021 | 1.83% | 0.55 | 0.56 | 300'000 | 300'000 | 300'000 | 300'000 | 163'017 | 166'017 | 99.26% | 99.26% |
18.03.2021 | 1.82% | 0.47 | 0.48 | 300'000 | 300'000 | 300'000 | 300'000 | 164'453 | 167'453 | 94.81% | 94.81% |
17.03.2021 | 1.36% | 0.73 | 0.74 | 300'000 | 300'000 | 300'000 | 300'000 | 219'455 | 222'455 | 95.97% | 95.97% |
16.03.2021 | 1.50% | 0.68 | 0.69 | 300'000 | 300'000 | 300'000 | 300'000 | 198'835 | 201'835 | 98.90% | 98.90% |