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 | 30.43% | 0.03 | 0.04 | 180'000 | 180'000 | 180'000 | 180'000 | 5'058 | 6'858 | 100.00% | 100.00% |
18.03.2021 | 15.60% | 0.06 | 0.07 | 550'000 | 550'000 | 298'020 | 298'020 | 16'330 | 19'310 | 99.18% | 99.18% |
17.03.2021 | 11.92% | 0.06 | 0.07 | 560'000 | 560'000 | 307'099 | 307'099 | 22'671 | 25'742 | 99.14% | 99.14% |
16.03.2021 | 8.77% | 0.11 | 0.12 | 630'000 | 630'000 | 342'617 | 342'617 | 39'828 | 43'254 | 99.15% | 99.15% |
15.03.2021 | 15.98% | 0.06 | 0.07 | 860'000 | 860'000 | 468'175 | 468'175 | 28'620 | 33'302 | 98.83% | 98.83% |
12.03.2021 | 20.53% | 0.04 | 0.05 | 790'000 | 790'000 | 404'421 | 404'421 | 17'862 | 21'906 | 98.45% | 98.45% |
11.03.2021 | 12.24% | 0.07 | 0.08 | 980'000 | 980'000 | 503'186 | 503'186 | 37'771 | 42'803 | 98.94% | 98.94% |
10.03.2021 | 15.36% | 0.06 | 0.07 | 880'000 | 880'000 | 452'268 | 452'268 | 27'169 | 31'692 | 98.59% | 98.59% |
09.03.2021 | 16.25% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 508'601 | 508'601 | 28'925 | 34'011 | 98.21% | 98.21% |