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 | 0.54% | 3.62 | 3.64 | 600'000 | 50'000 | 600'000 | 50'000 | 2'199'120 | 184'260 | 100.00% | 100.00% |
18.03.2021 | 0.52% | 3.56 | 3.58 | 600'000 | 50'000 | 600'000 | 50'000 | 2'285'520 | 191'460 | 98.96% | 98.96% |
17.03.2021 | 0.43% | 4.60 | 4.62 | 600'000 | 50'000 | 600'000 | 50'000 | 2'796'890 | 234'074 | 99.77% | 99.77% |
16.03.2021 | 0.43% | 4.82 | 4.84 | 600'000 | 50'000 | 600'000 | 50'000 | 2'799'420 | 234'285 | 100.00% | 100.00% |
15.03.2021 | 0.43% | 4.63 | 4.64 | 600'000 | 50'000 | 600'000 | 50'000 | 2'779'500 | 232'625 | 99.78% | 99.78% |
12.03.2021 | 0.43% | 4.51 | 4.53 | 600'000 | 50'000 | 600'000 | 50'000 | 2'758'850 | 230'904 | 94.68% | 94.68% |
11.03.2021 | 0.43% | 4.65 | 4.67 | 600'000 | 50'000 | 600'000 | 50'000 | 2'767'490 | 231'624 | 100.00% | 100.00% |
10.03.2021 | 0.44% | 4.54 | 4.56 | 600'000 | 50'000 | 600'000 | 50'000 | 2'714'500 | 227'208 | 99.79% | 99.79% |
09.03.2021 | 0.48% | 4.37 | 4.39 | 600'000 | 50'000 | 600'000 | 50'000 | 2'511'090 | 210'258 | 100.00% | 100.00% |