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 | 1.90% | 1.01 | 1.03 | 600'000 | 50'000 | 600'000 | 50'000 | 625'262 | 53'105 | 100.00% | 100.00% |
18.03.2021 | 1.77% | 0.97 | 0.99 | 600'000 | 50'000 | 600'000 | 50'000 | 679'199 | 57'600 | 98.97% | 98.97% |
17.03.2021 | 0.89% | 1.63 | 1.65 | 600'000 | 50'000 | 600'000 | 50'000 | 1'001'800 | 84'233 | 99.77% | 99.77% |
16.03.2021 | 0.89% | 1.77 | 1.79 | 600'000 | 50'000 | 600'000 | 50'000 | 1'003'360 | 84'364 | 100.00% | 100.00% |
15.03.2021 | 0.90% | 1.65 | 1.66 | 600'000 | 50'000 | 600'000 | 50'000 | 991'269 | 83'356 | 99.78% | 99.78% |
12.03.2021 | 0.91% | 1.58 | 1.59 | 600'000 | 50'000 | 600'000 | 50'000 | 980'178 | 82'432 | 94.67% | 94.67% |
11.03.2021 | 0.91% | 1.67 | 1.68 | 600'000 | 50'000 | 600'000 | 50'000 | 986'393 | 82'949 | 100.00% | 100.00% |
10.03.2021 | 0.94% | 1.60 | 1.61 | 600'000 | 50'000 | 600'000 | 50'000 | 952'589 | 80'133 | 99.79% | 99.79% |
09.03.2021 | 1.08% | 1.49 | 1.51 | 600'000 | 50'000 | 600'000 | 50'000 | 829'684 | 69'890 | 100.00% | 100.00% |