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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 88.98% |
18.03.2021 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 61.28% |
17.03.2021 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 68.00% |
16.03.2021 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 72.48% |
15.03.2021 | 66.67% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 2'000 | 0.66% | 67.74% |
12.03.2021 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 499'995 | 100'000 | 5'000 | 2'000 | 1.76% | 83.81% |
11.03.2021 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 2'000 | 9.70% | 84.49% |
10.03.2021 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 499'241 | 100'000 | 4'992 | 2'000 | 3.76% | 80.85% |
09.03.2021 | 65.64% | 0.01 | 0.02 | 500'000 | 100'000 | 447'171 | 100'000 | 4'711 | 2'048 | 19.43% | 92.15% |