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 | 1.09% | 1.81 | 1.83 | 450'000 | 75'000 | 450'000 | 75'000 | 819'747 | 138'124 | 100.00% | 100.00% |
18.03.2021 | 1.10% | 1.83 | 1.85 | 450'000 | 75'000 | 449'998 | 75'000 | 816'864 | 137'645 | 100.00% | 100.00% |
17.03.2021 | 1.10% | 1.78 | 1.80 | 450'000 | 75'000 | 450'000 | 75'000 | 816'597 | 137'599 | 100.00% | 100.00% |
16.03.2021 | 1.06% | 1.88 | 1.90 | 450'000 | 75'000 | 450'000 | 103'899 | 844'676 | 196'985 | 99.89% | 99.89% |
15.03.2021 | 1.09% | 1.83 | 1.85 | 450'000 | 150'000 | 450'000 | 150'000 | 820'883 | 276'628 | 99.93% | 99.93% |
12.03.2021 | 1.16% | 1.74 | 1.76 | 450'000 | 150'000 | 450'000 | 150'000 | 772'146 | 260'382 | 100.00% | 100.00% |
11.03.2021 | 1.10% | 1.84 | 1.86 | 450'000 | 150'000 | 450'000 | 150'000 | 817'393 | 275'464 | 100.00% | 100.00% |
10.03.2021 | 1.09% | 1.78 | 1.80 | 450'000 | 150'000 | 450'000 | 150'000 | 824'605 | 277'868 | 99.82% | 99.82% |
09.03.2021 | 1.06% | 1.94 | 1.96 | 450'000 | 150'000 | 450'000 | 150'000 | 845'466 | 284'822 | 100.00% | 100.00% |