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 | 83.07% | 0.00 | 0.01 | 750'000 | 250'000 | 750'000 | 250'000 | 6'885 | 4'795 | 100.00% | 100.00% |
18.03.2021 | 20.26% | 0.05 | 0.06 | 750'000 | 250'000 | 749'916 | 250'000 | 34'244 | 13'916 | 100.00% | 100.00% |
17.03.2021 | 13.59% | 0.05 | 0.06 | 750'000 | 250'000 | 749'311 | 249'770 | 53'133 | 20'209 | 100.00% | 100.00% |
16.03.2021 | 7.92% | 0.12 | 0.13 | 600'000 | 200'000 | 706'224 | 235'408 | 85'523 | 30'862 | 99.90% | 99.90% |
15.03.2021 | 8.74% | 0.11 | 0.12 | 750'000 | 250'000 | 540'663 | 250'000 | 59'864 | 30'050 | 99.93% | 99.93% |
12.03.2021 | 10.19% | 0.10 | 0.11 | 250'000 | 250'000 | 250'000 | 249'976 | 23'510 | 26'008 | 99.60% | 99.81% |
11.03.2021 | 6.39% | 0.16 | 0.17 | 250'000 | 250'000 | 249'727 | 250'000 | 38'070 | 40'609 | 99.88% | 100.00% |
10.03.2021 | 5.71% | 0.14 | 0.15 | 250'000 | 250'000 | 246'388 | 246'332 | 42'307 | 44'759 | 99.82% | 99.82% |
09.03.2021 | 4.76% | 0.24 | 0.25 | 200'000 | 200'000 | 230'073 | 230'044 | 47'211 | 49'509 | 100.00% | 100.00% |