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 | 2.71% | 0.70 | 0.72 | 600'000 | 50'000 | 600'000 | 50'000 | 437'816 | 37'485 | 100.00% | 100.00% |
18.03.2021 | 2.46% | 0.66 | 0.68 | 600'000 | 50'000 | 600'000 | 50'000 | 491'823 | 41'985 | 98.96% | 98.96% |
17.03.2021 | 0.74% | 1.30 | 1.31 | 600'000 | 50'000 | 600'000 | 50'000 | 804'175 | 67'515 | 99.77% | 99.77% |
16.03.2021 | 0.74% | 1.44 | 1.45 | 600'000 | 50'000 | 599'958 | 50'000 | 806'002 | 67'672 | 100.00% | 100.00% |
15.03.2021 | 0.75% | 1.32 | 1.33 | 600'000 | 50'000 | 599'997 | 50'000 | 793'984 | 66'666 | 99.78% | 99.80% |
12.03.2021 | 0.76% | 1.25 | 1.26 | 600'000 | 50'000 | 599'977 | 50'000 | 784'993 | 65'919 | 94.67% | 94.67% |
11.03.2021 | 0.75% | 1.34 | 1.35 | 600'000 | 60'000 | 600'000 | 50'629 | 792'107 | 67'358 | 100.00% | 100.00% |
10.03.2021 | 0.78% | 1.29 | 1.30 | 600'000 | 50'000 | 600'000 | 50'000 | 765'686 | 64'307 | 99.79% | 99.79% |
09.03.2021 | 0.93% | 1.19 | 1.20 | 600'000 | 50'000 | 602'506 | 50'000 | 650'067 | 54'474 | 100.00% | 100.00% |