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 | 0.51% | 3.98 | 4.00 | 450'000 | 100'000 | 450'000 | 100'000 | 1'762'120 | 393'581 | 100.00% | 100.00% |
18.03.2021 | 0.51% | 4.01 | 4.03 | 450'000 | 100'000 | 450'000 | 100'000 | 1'747'050 | 390'234 | 100.00% | 100.00% |
17.03.2021 | 0.55% | 3.70 | 3.72 | 450'000 | 100'000 | 450'000 | 100'000 | 1'628'470 | 363'883 | 100.00% | 100.00% |
16.03.2021 | 0.56% | 3.58 | 3.60 | 450'000 | 100'000 | 450'000 | 100'000 | 1'609'420 | 359'650 | 100.00% | 100.00% |
15.03.2021 | 0.58% | 3.42 | 3.44 | 450'000 | 100'000 | 450'000 | 100'000 | 1'560'570 | 348'793 | 100.00% | 100.00% |
12.03.2021 | 0.59% | 3.40 | 3.42 | 450'000 | 100'000 | 450'000 | 100'000 | 1'527'560 | 341'457 | 100.00% | 100.00% |
11.03.2021 | 0.59% | 3.42 | 3.44 | 450'000 | 100'000 | 450'000 | 100'000 | 1'532'620 | 342'583 | 100.00% | 100.00% |
10.03.2021 | 0.60% | 3.31 | 3.33 | 450'000 | 150'000 | 450'000 | 150'000 | 1'489'920 | 499'640 | 81.66% | 81.66% |
09.03.2021 | 0.62% | 3.27 | 3.29 | 450'000 | 150'000 | 450'000 | 150'000 | 1'454'840 | 487'946 | 99.33% | 99.33% |