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 | 166.61% | 0.00 | 0.01 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'002 | 4'401 | 59.23% | 100.00% |
18.03.2021 | 96.64% | 0.01 | 0.02 | 1'000'000 | 400'000 | 999'945 | 399'946 | 6'836 | 6'733 | 98.97% | 98.97% |
17.03.2021 | 91.47% | 0.00 | 0.01 | 1'000'000 | 400'000 | 999'978 | 400'000 | 7'291 | 6'916 | 99.77% | 99.77% |
16.03.2021 | 48.99% | 0.02 | 0.03 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 16'300 | 10'520 | 100.00% | 100.00% |
15.03.2021 | 85.21% | 0.01 | 0.02 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 6'914 | 6'766 | 99.79% | 99.79% |
12.03.2021 | 68.21% | 0.01 | 0.02 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 9'877 | 7'951 | 94.67% | 94.67% |
11.03.2021 | 49.73% | 0.01 | 0.02 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 15'442 | 10'177 | 100.00% | 100.00% |
10.03.2021 | 46.72% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'906 | 13'453 | 99.79% | 99.79% |
09.03.2021 | 34.68% | 0.02 | 0.03 | 1'000'000 | 500'000 | 998'918 | 500'000 | 24'160 | 17'096 | 100.00% | 100.00% |