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 | 16.39% | 0.05 | 0.06 | 750'000 | 100'000 | 750'000 | 100'000 | 42'409 | 6'655 | 100.00% | 100.00% |
18.03.2021 | 13.91% | 0.07 | 0.08 | 750'000 | 100'000 | 750'000 | 100'000 | 50'654 | 7'754 | 100.00% | 100.00% |
17.03.2021 | 12.23% | 0.07 | 0.08 | 750'000 | 100'000 | 750'000 | 100'000 | 58'405 | 8'787 | 100.00% | 100.00% |
16.03.2021 | 8.82% | 0.11 | 0.12 | 750'000 | 100'000 | 750'000 | 158'149 | 81'523 | 18'702 | 99.90% | 99.90% |
15.03.2021 | 9.79% | 0.10 | 0.11 | 750'000 | 250'000 | 750'000 | 250'000 | 73'221 | 26'907 | 99.94% | 99.94% |
12.03.2021 | 11.69% | 0.08 | 0.09 | 750'000 | 250'000 | 750'000 | 250'000 | 60'868 | 22'790 | 100.00% | 100.00% |
11.03.2021 | 8.31% | 0.12 | 0.13 | 750'000 | 250'000 | 750'000 | 250'000 | 86'902 | 31'467 | 100.00% | 100.00% |
10.03.2021 | 7.59% | 0.11 | 0.12 | 750'000 | 250'000 | 750'000 | 250'000 | 95'877 | 34'459 | 99.82% | 99.82% |
09.03.2021 | 6.63% | 0.17 | 0.18 | 750'000 | 250'000 | 750'000 | 250'000 | 110'437 | 39'312 | 100.00% | 100.00% |