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 | 166.67% | 0.01 | 0.06 | 200'000 | 200'000 | 200'000 | 200'000 | 1'000 | 11'000 | 96.37% | 100.00% |
18.03.2021 | 165.18% | 0.01 | 0.06 | 400'000 | 400'000 | 262'755 | 262'755 | 1'419 | 14'452 | 95.33% | 99.18% |
17.03.2021 | 139.92% | 0.01 | 0.06 | 400'000 | 400'000 | 267'600 | 267'600 | 2'573 | 14'718 | 98.86% | 98.86% |
16.03.2021 | 156.18% | 0.01 | 0.06 | 400'000 | 400'000 | 267'951 | 267'951 | 2'094 | 14'737 | 99.00% | 99.00% |
15.03.2021 | 136.72% | 0.01 | 0.06 | 400'000 | 400'000 | 268'058 | 268'058 | 2'825 | 14'743 | 98.86% | 98.86% |
12.03.2021 | 92.07% | 0.02 | 0.06 | 400'000 | 400'000 | 243'746 | 243'746 | 4'873 | 13'495 | 97.21% | 97.21% |
11.03.2021 | 89.68% | 0.02 | 0.06 | 400'000 | 400'000 | 242'141 | 242'141 | 4'949 | 13'318 | 98.74% | 98.74% |
10.03.2021 | 33.69% | 0.03 | 0.06 | 400'000 | 400'000 | 242'449 | 242'449 | 9'218 | 13'387 | 98.92% | 98.92% |
09.03.2021 | 11.31% | 0.05 | 0.06 | 400'000 | 400'000 | 242'292 | 242'292 | 19'787 | 22'210 | 98.81% | 98.81% |