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 | 1.71% | 0.57 | 0.58 | 450'000 | 100'000 | 449'909 | 100'000 | 261'573 | 59'139 | 100.00% | 100.00% |
18.03.2021 | 1.71% | 0.61 | 0.62 | 450'000 | 100'000 | 450'000 | 100'000 | 261'000 | 59'000 | 99.97% | 99.97% |
17.03.2021 | 1.93% | 0.48 | 0.49 | 450'000 | 100'000 | 450'000 | 100'000 | 233'266 | 52'837 | 100.00% | 100.00% |
16.03.2021 | 1.64% | 0.63 | 0.64 | 450'000 | 100'000 | 450'000 | 100'000 | 273'261 | 61'725 | 99.90% | 99.90% |
15.03.2021 | 1.91% | 0.51 | 0.52 | 450'000 | 100'000 | 458'923 | 100'000 | 238'547 | 53'030 | 99.93% | 99.93% |
12.03.2021 | 2.00% | 0.46 | 0.47 | 600'000 | 100'000 | 600'000 | 100'000 | 297'387 | 50'564 | 99.99% | 99.99% |
11.03.2021 | 1.97% | 0.51 | 0.52 | 600'000 | 100'000 | 600'000 | 100'000 | 302'047 | 51'341 | 100.00% | 100.00% |
10.03.2021 | 2.36% | 0.40 | 0.41 | 600'000 | 100'000 | 600'000 | 100'000 | 251'615 | 42'936 | 99.82% | 99.82% |
09.03.2021 | 2.82% | 0.39 | 0.40 | 600'000 | 100'000 | 631'969 | 100'000 | 222'681 | 36'573 | 100.00% | 100.00% |