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 | 1.06% | 0.92 | 0.93 | 510'000 | 510'000 | 510'000 | 510'000 | 478'524 | 483'624 | 97.78% | 97.78% |
18.03.2021 | 1.02% | 1.12 | 1.13 | 540'000 | 540'000 | 540'000 | 540'000 | 529'883 | 535'283 | 99.43% | 99.43% |
17.03.2021 | 1.60% | 0.67 | 0.68 | 580'000 | 580'000 | 580'000 | 580'000 | 359'413 | 365'213 | 99.92% | 99.92% |
16.03.2021 | 1.58% | 0.64 | 0.65 | 670'000 | 670'000 | 670'000 | 670'000 | 421'591 | 428'291 | 99.43% | 99.43% |
15.03.2021 | 1.79% | 0.46 | 0.47 | 670'000 | 670'000 | 670'000 | 670'000 | 375'880 | 382'580 | 99.55% | 99.55% |
12.03.2021 | 1.80% | 0.56 | 0.57 | 640'000 | 640'000 | 640'000 | 640'000 | 352'675 | 359'075 | 97.94% | 97.94% |
11.03.2021 | 1.42% | 0.72 | 0.73 | 700'000 | 700'000 | 700'000 | 700'000 | 489'870 | 496'870 | 99.70% | 99.70% |
10.03.2021 | 1.53% | 0.71 | 0.72 | 770'000 | 770'000 | 770'000 | 770'000 | 500'838 | 508'538 | 100.00% | 100.00% |
09.03.2021 | 1.76% | 0.61 | 0.62 | 850'000 | 850'000 | 850'000 | 850'000 | 483'148 | 491'648 | 99.22% | 99.22% |