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 | - | - |
17.02.2021 | 10.19% | 0.07 | 0.09 | 100'000 | 100'000 | 73'261 | 73'261 | 7'991 | 8'844 | 99.22% | 99.22% |
16.02.2021 | 5.55% | 0.16 | 0.17 | 100'000 | 100'000 | 73'130 | 73'130 | 12'585 | 13'316 | 98.26% | 98.26% |
15.02.2021 | 5.46% | 0.18 | 0.19 | 50'000 | 50'000 | 50'000 | 50'000 | 8'918 | 9'418 | 98.41% | 98.41% |
12.02.2021 | 5.70% | 0.18 | 0.19 | 100'000 | 100'000 | 73'230 | 73'230 | 12'391 | 13'123 | 98.18% | 98.18% |
11.02.2021 | 4.53% | 0.20 | 0.21 | 100'000 | 100'000 | 73'382 | 73'382 | 15'807 | 16'541 | 99.19% | 99.19% |
10.02.2021 | 4.68% | 0.20 | 0.21 | 100'000 | 100'000 | 73'450 | 73'450 | 15'359 | 16'093 | 97.59% | 97.59% |
09.02.2021 | 4.53% | 0.20 | 0.21 | 100'000 | 100'000 | 73'369 | 73'369 | 15'724 | 16'457 | 99.36% | 99.36% |
08.02.2021 | 4.82% | 0.21 | 0.22 | 100'000 | 100'000 | 73'741 | 73'741 | 15'091 | 15'828 | 97.65% | 97.65% |
05.02.2021 | 5.57% | 0.18 | 0.19 | 100'000 | 100'000 | 73'498 | 73'498 | 12'744 | 13'479 | 98.58% | 98.58% |