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 | 125.93% | 0.01 | 0.02 | 80'000 | 80'000 | 80'000 | 80'000 | 400 | 1'760 | 98.87% | 98.87% |
18.03.2021 | 60.06% | 0.02 | 0.04 | 400'000 | 400'000 | 203'692 | 203'692 | 5'064 | 9'138 | 99.15% | 99.15% |
17.03.2021 | 47.85% | 0.03 | 0.05 | 400'000 | 400'000 | 204'708 | 204'708 | 7'579 | 11'674 | 98.51% | 98.51% |
16.03.2021 | 13.74% | 0.10 | 0.12 | 400'000 | 400'000 | 204'007 | 204'007 | 26'185 | 30'266 | 99.16% | 99.16% |
15.03.2021 | 12.47% | 0.16 | 0.18 | 400'000 | 400'000 | 203'024 | 203'024 | 32'362 | 36'422 | 98.83% | 98.83% |
12.03.2021 | 13.31% | 0.14 | 0.16 | 400'000 | 400'000 | 178'728 | 178'728 | 25'277 | 28'852 | 98.28% | 98.28% |
11.03.2021 | 5.06% | 0.23 | 0.25 | 400'000 | 400'000 | 179'199 | 179'199 | 43'563 | 46'368 | 98.69% | 98.69% |
10.03.2021 | 4.41% | 0.24 | 0.25 | 400'000 | 400'000 | 179'414 | 179'414 | 43'498 | 45'292 | 98.68% | 98.68% |
09.03.2021 | 13.17% | 0.11 | 0.12 | 400'000 | 400'000 | 179'752 | 179'752 | 14'141 | 15'939 | 98.47% | 98.47% |