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 | 10.13% | 0.10 | 0.11 | 450'000 | 250'000 | 450'000 | 250'000 | 43'156 | 26'476 | 100.00% | 100.00% |
18.03.2021 | 10.15% | 0.16 | 0.17 | 450'000 | 250'000 | 534'186 | 250'000 | 51'849 | 27'582 | 99.99% | 99.99% |
17.03.2021 | 10.40% | 0.08 | 0.09 | 600'000 | 250'000 | 607'756 | 250'000 | 56'234 | 25'703 | 100.00% | 100.00% |
16.03.2021 | 7.00% | 0.12 | 0.13 | 600'000 | 250'000 | 554'474 | 250'000 | 77'086 | 37'820 | 99.98% | 99.98% |
15.03.2021 | 5.62% | 0.16 | 0.17 | 600'000 | 250'000 | 473'804 | 250'000 | 81'963 | 45'916 | 99.91% | 99.91% |
12.03.2021 | 7.30% | 0.15 | 0.16 | 600'000 | 250'000 | 620'472 | 250'000 | 82'200 | 35'749 | 100.00% | 100.00% |
11.03.2021 | 7.62% | 0.13 | 0.14 | 750'000 | 250'000 | 749'831 | 250'000 | 94'984 | 34'170 | 100.00% | 100.00% |
10.03.2021 | 4.91% | 0.17 | 0.18 | 600'000 | 250'000 | 600'000 | 250'000 | 120'458 | 52'691 | 100.00% | 100.00% |
09.03.2021 | 4.12% | 0.24 | 0.25 | 600'000 | 250'000 | 600'000 | 250'000 | 143'029 | 62'096 | 100.00% | 100.00% |