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 | 10.83% | 0.26 | 0.29 | 25'000 | 25'000 | 25'000 | 25'000 | 6'554 | 7'304 | 100.00% | 100.00% |
18.03.2021 | 11.09% | 0.26 | 0.29 | 25'000 | 25'000 | 25'000 | 25'000 | 6'400 | 7'150 | 93.05% | 93.05% |
17.03.2021 | 13.50% | 0.21 | 0.24 | 25'000 | 25'000 | 25'000 | 25'000 | 5'192 | 5'942 | 100.00% | 100.00% |
16.03.2021 | 13.11% | 0.22 | 0.25 | 25'000 | 25'000 | 25'000 | 25'000 | 5'360 | 6'110 | 99.95% | 99.95% |
15.03.2021 | 13.17% | 0.21 | 0.24 | 25'000 | 25'000 | 25'000 | 25'000 | 5'332 | 6'082 | 99.67% | 99.67% |
12.03.2021 | 13.70% | 0.21 | 0.24 | 25'000 | 25'000 | 25'000 | 25'000 | 5'139 | 5'889 | 94.05% | 94.05% |
11.03.2021 | 6.73% | 0.43 | 0.46 | 25'000 | 25'000 | 36'895 | 27'738 | 15'045 | 12'218 | 100.00% | 100.00% |
10.03.2021 | 5.41% | 0.36 | 0.38 | 140'000 | 50'000 | 141'929 | 50'000 | 51'041 | 18'988 | 73.62% | 73.62% |
09.03.2021 | 5.48% | 0.37 | 0.39 | 140'000 | 50'000 | 144'453 | 50'000 | 51'224 | 18'757 | 100.00% | 100.00% |