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 | 12.38% | 0.15 | 0.17 | 340'000 | 50'000 | 335'531 | 50'000 | 50'857 | 8'619 | 100.00% | 100.00% |
18.03.2021 | 9.35% | 0.21 | 0.23 | 240'000 | 50'000 | 246'996 | 50'000 | 50'360 | 11'213 | 100.00% | 100.00% |
17.03.2021 | 10.08% | 0.18 | 0.20 | 280'000 | 50'000 | 268'915 | 50'000 | 50'665 | 10'458 | 100.00% | 100.00% |
16.03.2021 | 8.23% | 0.23 | 0.25 | 220'000 | 50'000 | 216'661 | 50'000 | 50'509 | 12'667 | 100.00% | 100.00% |
15.03.2021 | 8.02% | 0.23 | 0.25 | 220'000 | 50'000 | 210'629 | 50'000 | 50'394 | 12'973 | 100.00% | 100.00% |
12.03.2021 | 8.05% | 0.23 | 0.25 | 220'000 | 50'000 | 211'509 | 50'000 | 50'404 | 12'925 | 100.00% | 100.00% |
11.03.2021 | 8.06% | 0.24 | 0.26 | 210'000 | 50'000 | 211'853 | 50'000 | 50'422 | 12'907 | 94.86% | 94.86% |
10.03.2021 | 7.57% | 0.24 | 0.26 | 210'000 | 50'000 | 198'502 | 50'000 | 50'443 | 13'741 | 89.88% | 89.88% |
09.03.2021 | 6.82% | 0.29 | 0.31 | 180'000 | 50'000 | 180'699 | 50'000 | 51'211 | 15'179 | 100.00% | 100.00% |