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 | 0.77% | 1.32 | 1.33 | 150'000 | 50'000 | 150'000 | 50'000 | 195'158 | 65'553 | 99.06% | 99.06% |
18.03.2021 | 0.72% | 1.37 | 1.38 | 150'000 | 50'000 | 150'000 | 50'000 | 206'388 | 69'296 | 100.00% | 100.00% |
17.03.2021 | 0.78% | 1.26 | 1.27 | 150'000 | 50'000 | 150'000 | 50'000 | 191'843 | 64'448 | 100.00% | 100.00% |
16.03.2021 | 0.77% | 1.32 | 1.33 | 150'000 | 50'000 | 150'000 | 50'000 | 193'226 | 64'909 | 100.00% | 100.00% |
15.03.2021 | 0.79% | 1.28 | 1.29 | 150'000 | 50'000 | 150'000 | 50'000 | 188'083 | 63'194 | 99.69% | 99.69% |
12.03.2021 | 0.82% | 1.20 | 1.21 | 150'000 | 50'000 | 150'000 | 50'000 | 183'057 | 61'519 | 100.00% | 100.00% |
11.03.2021 | 0.77% | 1.26 | 1.27 | 150'000 | 50'000 | 150'000 | 50'000 | 192'983 | 64'828 | 100.00% | 100.00% |
10.03.2021 | 0.76% | 1.23 | 1.24 | 150'000 | 50'000 | 150'000 | 50'000 | 195'455 | 65'652 | 81.65% | 81.65% |
09.03.2021 | 0.75% | 1.32 | 1.33 | 150'000 | 50'000 | 150'000 | 50'000 | 199'579 | 67'026 | 99.32% | 99.32% |