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 | 3.66% | 0.26 | 0.27 | 600'000 | 100'000 | 600'000 | 100'000 | 161'203 | 27'867 | 100.00% | 100.00% |
18.03.2021 | 3.71% | 0.28 | 0.29 | 600'000 | 100'000 | 600'000 | 100'000 | 158'917 | 27'486 | 100.00% | 100.00% |
17.03.2021 | 3.69% | 0.25 | 0.26 | 600'000 | 100'000 | 600'000 | 100'000 | 160'035 | 27'673 | 100.00% | 100.00% |
16.03.2021 | 3.20% | 0.31 | 0.32 | 600'000 | 100'000 | 600'000 | 138'579 | 184'649 | 43'950 | 99.90% | 99.90% |
15.03.2021 | 3.51% | 0.28 | 0.30 | 600'000 | 200'000 | 646'155 | 215'385 | 180'763 | 62'408 | 99.93% | 99.93% |
12.03.2021 | 4.20% | 0.24 | 0.25 | 750'000 | 250'000 | 750'000 | 250'000 | 175'415 | 60'972 | 100.00% | 100.00% |
11.03.2021 | 3.36% | 0.30 | 0.31 | 750'000 | 250'000 | 750'000 | 250'000 | 220'052 | 75'851 | 99.99% | 99.99% |
10.03.2021 | 3.21% | 0.28 | 0.29 | 750'000 | 250'000 | 750'000 | 250'000 | 230'748 | 79'416 | 99.81% | 99.81% |
09.03.2021 | 2.94% | 0.37 | 0.38 | 750'000 | 250'000 | 750'000 | 250'000 | 252'542 | 86'681 | 100.00% | 100.00% |