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 | 3.01% | 0.34 | 0.35 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 327'987 | 50'698 | 100.00% | 100.00% |
18.03.2021 | 3.16% | 0.32 | 0.33 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 312'035 | 48'305 | 98.97% | 98.97% |
17.03.2021 | 3.42% | 0.28 | 0.29 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 288'299 | 44'745 | 99.77% | 99.77% |
16.03.2021 | 3.28% | 0.31 | 0.32 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 300'714 | 46'607 | 100.00% | 100.00% |
15.03.2021 | 4.08% | 0.25 | 0.26 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 240'538 | 37'581 | 99.79% | 99.79% |
12.03.2021 | 4.13% | 0.22 | 0.23 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 237'648 | 37'147 | 94.67% | 94.67% |
11.03.2021 | 4.03% | 0.25 | 0.26 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 243'347 | 38'002 | 100.00% | 100.00% |
10.03.2021 | 4.30% | 0.25 | 0.26 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 228'670 | 59'668 | 99.79% | 99.79% |
09.03.2021 | 4.03% | 0.25 | 0.26 | 1'000'000 | 250'000 | 999'889 | 249'850 | 243'569 | 63'367 | 100.00% | 100.00% |