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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'000 | 3'000 | 100.00% | 100.00% |
18.03.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'000 | 3'000 | 98.96% | 98.96% |
17.03.2021 | 65.56% | 0.01 | 0.02 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'415 | 3'062 | 99.76% | 99.76% |
16.03.2021 | 33.26% | 0.02 | 0.03 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 26'526 | 5'479 | 100.00% | 100.00% |
15.03.2021 | 33.69% | 0.02 | 0.03 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 25'517 | 5'328 | 99.79% | 99.79% |
12.03.2021 | 21.35% | 0.03 | 0.04 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 43'336 | 8'000 | 94.67% | 94.67% |
11.03.2021 | 15.31% | 0.05 | 0.06 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 60'759 | 10'614 | 100.00% | 100.00% |
10.03.2021 | 16.05% | 0.06 | 0.07 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 57'627 | 10'144 | 99.79% | 99.79% |
09.03.2021 | 14.92% | 0.07 | 0.08 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 63'015 | 10'952 | 100.00% | 100.00% |