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 | 0.59% | 3.47 | 3.49 | 450'000 | 100'000 | 450'000 | 100'000 | 1'532'620 | 342'581 | 100.00% | 100.00% |
18.03.2021 | 0.59% | 3.50 | 3.52 | 450'000 | 100'000 | 450'000 | 100'000 | 1'517'550 | 339'234 | 100.00% | 100.00% |
17.03.2021 | 0.64% | 3.19 | 3.21 | 450'000 | 100'000 | 450'000 | 100'000 | 1'398'980 | 312'883 | 100.00% | 100.00% |
16.03.2021 | 0.65% | 3.07 | 3.09 | 450'000 | 100'000 | 450'000 | 100'000 | 1'379'920 | 308'650 | 100.00% | 100.00% |
15.03.2021 | 0.67% | 2.91 | 2.93 | 450'000 | 100'000 | 450'000 | 100'000 | 1'331'070 | 297'793 | 100.00% | 100.00% |
12.03.2021 | 0.69% | 2.89 | 2.91 | 450'000 | 100'000 | 450'000 | 100'000 | 1'298'060 | 290'457 | 100.00% | 100.00% |
11.03.2021 | 0.69% | 2.91 | 2.93 | 450'000 | 100'000 | 450'000 | 100'000 | 1'303'120 | 291'582 | 100.00% | 100.00% |
10.03.2021 | 0.71% | 2.81 | 2.83 | 450'000 | 150'000 | 450'000 | 150'000 | 1'264'920 | 424'641 | 81.67% | 81.67% |
09.03.2021 | 0.73% | 2.77 | 2.79 | 450'000 | 150'000 | 450'000 | 150'000 | 1'229'840 | 412'948 | 99.33% | 99.33% |