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 | 3.06% | 0.62 | 0.64 | 110'000 | 110'000 | 110'000 | 110'000 | 70'699 | 72'899 | 98.56% | 98.56% |
18.03.2021 | 2.28% | 0.65 | 0.66 | 210'000 | 210'000 | 144'248 | 144'248 | 94'495 | 96'528 | 98.97% | 98.97% |
17.03.2021 | 2.15% | 0.66 | 0.67 | 210'000 | 210'000 | 143'418 | 143'418 | 100'121 | 102'148 | 96.91% | 96.91% |
16.03.2021 | 2.15% | 0.76 | 0.77 | 210'000 | 210'000 | 144'108 | 144'108 | 104'141 | 106'170 | 98.73% | 98.73% |
15.03.2021 | 2.21% | 0.64 | 0.65 | 210'000 | 210'000 | 143'861 | 143'861 | 96'892 | 98'922 | 98.90% | 98.90% |
12.03.2021 | 2.29% | 0.66 | 0.67 | 210'000 | 210'000 | 131'634 | 131'634 | 87'640 | 89'544 | 98.44% | 98.44% |
11.03.2021 | 2.13% | 0.73 | 0.74 | 210'000 | 210'000 | 132'977 | 132'977 | 92'843 | 94'728 | 93.25% | 93.25% |
10.03.2021 | 2.28% | 0.68 | 0.69 | 210'000 | 210'000 | 131'479 | 131'479 | 88'454 | 90'360 | 98.90% | 98.90% |
09.03.2021 | 2.37% | 0.66 | 0.67 | 220'000 | 220'000 | 133'711 | 133'711 | 86'225 | 88'150 | 98.92% | 98.92% |