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 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 99.40% |
18.03.2021 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 58.33% |
17.03.2021 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 63.41% |
16.03.2021 | 66.67% | 0.01 | 0.01 | 150'000 | 50'000 | 149'988 | 50'000 | 1'500 | 1'000 | 0.04% | 89.26% |
15.03.2021 | 66.67% | 0.01 | 0.01 | 150'000 | 50'000 | 405'164 | 50'000 | 4'052 | 1'000 | 0.75% | 63.90% |
12.03.2021 | 66.67% | 0.01 | 0.02 | 500'000 | 25'000 | 500'000 | 50'000 | 5'000 | 1'000 | 64.17% | 87.32% |
11.03.2021 | 64.22% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'458 | 1'046 | 86.60% | 96.52% |
10.03.2021 | 66.67% | 0.02 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 8.27% | 71.70% |
09.03.2021 | 45.84% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 8'905 | 1'391 | 99.52% | 99.52% |