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 | 32.44% | 0.05 | 0.07 | 150'000 | 50'000 | 150'000 | 50'000 | 7'782 | 3'594 | 100.00% | 100.00% |
18.03.2021 | 28.57% | 0.06 | 0.08 | 150'000 | 50'000 | 150'000 | 50'000 | 9'000 | 4'000 | 100.00% | 100.00% |
17.03.2021 | 27.70% | 0.06 | 0.08 | 150'000 | 50'000 | 150'000 | 50'000 | 9'366 | 4'122 | 100.00% | 100.00% |
16.03.2021 | 25.53% | 0.07 | 0.09 | 150'000 | 50'000 | 150'000 | 50'000 | 10'278 | 4'426 | 98.16% | 98.16% |
15.03.2021 | 27.67% | 0.06 | 0.08 | 150'000 | 50'000 | 150'000 | 50'000 | 9'380 | 4'127 | 100.00% | 100.00% |
12.03.2021 | 28.50% | 0.06 | 0.08 | 150'000 | 50'000 | 150'000 | 50'000 | 9'031 | 4'010 | 100.00% | 100.00% |
11.03.2021 | 25.67% | 0.06 | 0.08 | 150'000 | 50'000 | 150'000 | 50'000 | 10'219 | 4'406 | 100.00% | 100.00% |
10.03.2021 | 25.00% | 0.07 | 0.09 | 150'000 | 50'000 | 150'000 | 50'000 | 10'500 | 4'500 | 86.67% | 86.67% |
09.03.2021 | 24.99% | 0.07 | 0.09 | 150'000 | 50'000 | 150'000 | 50'000 | 10'505 | 4'502 | 100.00% | 100.00% |