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 | 3.05% | 0.95 | 0.98 | 50'000 | 50'000 | 50'000 | 50'000 | 48'410 | 49'910 | 98.87% | 98.87% |
18.03.2021 | 2.21% | 1.10 | 1.12 | 210'000 | 210'000 | 111'846 | 111'846 | 124'334 | 126'839 | 99.15% | 99.15% |
17.03.2021 | 2.55% | 0.98 | 1.00 | 210'000 | 210'000 | 112'353 | 112'353 | 112'747 | 115'260 | 98.51% | 98.51% |
16.03.2021 | 1.88% | 1.27 | 1.29 | 210'000 | 210'000 | 112'010 | 112'010 | 148'061 | 150'569 | 99.15% | 99.15% |
15.03.2021 | 2.00% | 1.33 | 1.35 | 220'000 | 220'000 | 114'891 | 114'891 | 147'633 | 150'199 | 98.83% | 98.83% |
12.03.2021 | 2.26% | 1.14 | 1.16 | 220'000 | 220'000 | 101'556 | 101'556 | 114'030 | 116'329 | 98.23% | 98.23% |
11.03.2021 | 1.39% | 1.28 | 1.30 | 240'000 | 240'000 | 108'577 | 108'577 | 139'369 | 141'329 | 98.69% | 98.69% |
10.03.2021 | 1.28% | 1.26 | 1.27 | 230'000 | 230'000 | 106'547 | 106'547 | 132'598 | 133'930 | 98.68% | 98.68% |
09.03.2021 | 2.32% | 0.79 | 0.80 | 370'000 | 370'000 | 170'714 | 170'714 | 108'690 | 110'679 | 98.46% | 98.46% |