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 | 0.44% | 4.65 | 4.67 | 450'000 | 100'000 | 450'000 | 100'000 | 2'062'320 | 460'292 | 100.00% | 100.00% |
18.03.2021 | 0.44% | 4.68 | 4.70 | 450'000 | 100'000 | 450'000 | 100'000 | 2'047'140 | 456'920 | 100.00% | 100.00% |
17.03.2021 | 0.47% | 4.36 | 4.38 | 450'000 | 100'000 | 450'000 | 100'000 | 1'928'520 | 430'560 | 100.00% | 100.00% |
16.03.2021 | 0.47% | 4.25 | 4.27 | 450'000 | 100'000 | 450'000 | 100'000 | 1'909'160 | 426'257 | 100.00% | 100.00% |
15.03.2021 | 0.48% | 4.08 | 4.10 | 450'000 | 100'000 | 450'000 | 100'000 | 1'860'480 | 415'441 | 100.00% | 100.00% |
12.03.2021 | 0.49% | 4.07 | 4.09 | 450'000 | 100'000 | 450'000 | 100'000 | 1'827'730 | 408'163 | 100.00% | 100.00% |
11.03.2021 | 0.49% | 4.09 | 4.11 | 450'000 | 100'000 | 450'000 | 100'000 | 1'832'600 | 409'244 | 100.00% | 100.00% |
10.03.2021 | 0.50% | 3.98 | 4.00 | 450'000 | 150'000 | 450'000 | 150'000 | 1'789'790 | 599'595 | 81.67% | 81.67% |
09.03.2021 | 0.51% | 3.94 | 3.96 | 450'000 | 150'000 | 450'000 | 150'000 | 1'754'960 | 587'987 | 99.33% | 99.33% |