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 | 5.44% | 0.37 | 0.39 | 140'000 | 100'000 | 142'557 | 100'000 | 51'017 | 37'806 | 100.00% | 100.00% |
18.03.2021 | 5.80% | 0.36 | 0.38 | 140'000 | 100'000 | 154'048 | 100'000 | 51'583 | 35'571 | 100.00% | 100.00% |
17.03.2021 | 5.78% | 0.33 | 0.35 | 160'000 | 100'000 | 155'215 | 100'000 | 52'111 | 35'599 | 98.00% | 98.00% |
16.03.2021 | 5.81% | 0.32 | 0.34 | 160'000 | 100'000 | 154'371 | 100'000 | 51'535 | 35'478 | 100.00% | 100.00% |
15.03.2021 | 5.53% | 0.33 | 0.35 | 160'000 | 100'000 | 147'205 | 100'000 | 51'768 | 37'218 | 99.15% | 99.15% |
12.03.2021 | 5.61% | 0.36 | 0.38 | 140'000 | 100'000 | 149'130 | 100'000 | 51'697 | 36'683 | 100.00% | 100.00% |
11.03.2021 | 5.81% | 0.35 | 0.37 | 150'000 | 100'000 | 155'547 | 100'000 | 51'938 | 35'413 | 100.00% | 100.00% |
10.03.2021 | 5.44% | 0.36 | 0.38 | 140'000 | 100'000 | 144'739 | 100'000 | 51'748 | 37'778 | 86.59% | 86.59% |
09.03.2021 | 5.40% | 0.36 | 0.38 | 140'000 | 100'000 | 142'841 | 100'000 | 51'507 | 38'086 | 93.88% | 93.88% |