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 | 3.77% | 0.26 | 0.27 | 225'000 | 75'000 | 225'000 | 75'000 | 58'693 | 20'314 | 100.00% | 100.00% |
18.03.2021 | 2.98% | 0.32 | 0.33 | 225'000 | 75'000 | 225'000 | 75'000 | 74'852 | 25'701 | 100.00% | 100.00% |
17.03.2021 | 2.72% | 0.36 | 0.37 | 225'000 | 75'000 | 225'000 | 75'000 | 81'595 | 27'948 | 100.00% | 100.00% |
16.03.2021 | 2.74% | 0.36 | 0.37 | 225'000 | 75'000 | 225'000 | 75'000 | 81'036 | 27'762 | 100.00% | 100.00% |
15.03.2021 | 2.70% | 0.36 | 0.37 | 225'000 | 75'000 | 225'000 | 75'000 | 82'281 | 28'177 | 100.00% | 100.00% |
12.03.2021 | 2.92% | 0.33 | 0.34 | 225'000 | 75'000 | 225'000 | 75'000 | 75'904 | 26'051 | 100.00% | 100.00% |
11.03.2021 | 3.09% | 0.35 | 0.36 | 225'000 | 75'000 | 225'000 | 75'000 | 71'827 | 24'692 | 100.00% | 100.00% |
10.03.2021 | 3.20% | 0.30 | 0.31 | 225'000 | 75'000 | 225'000 | 75'000 | 69'151 | 23'800 | 81.65% | 81.65% |
09.03.2021 | 2.98% | 0.32 | 0.33 | 225'000 | 75'000 | 225'000 | 75'000 | 74'519 | 25'590 | 99.32% | 99.32% |