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 | - | - |
19.02.2021 | 0.62% | 1.68 | 1.69 | 510'000 | 510'000 | 510'000 | 510'000 | 825'796 | 830'896 | 99.89% | 99.89% |
18.02.2021 | 0.64% | 1.51 | 1.52 | 510'000 | 510'000 | 510'000 | 510'000 | 790'919 | 796'019 | 92.36% | 92.36% |
17.02.2021 | 0.59% | 1.54 | 1.55 | 520'000 | 520'000 | 520'000 | 520'000 | 873'649 | 878'849 | 98.55% | 98.55% |
16.02.2021 | 0.51% | 1.90 | 1.91 | 510'000 | 510'000 | 510'000 | 510'000 | 993'052 | 998'152 | 91.15% | 91.15% |
15.02.2021 | 0.51% | 2.00 | 2.01 | 530'000 | 530'000 | 530'000 | 530'000 | 1'036'910 | 1'042'210 | 95.03% | 95.03% |
12.02.2021 | 0.58% | 1.83 | 1.84 | 540'000 | 540'000 | 540'000 | 540'000 | 928'733 | 934'133 | 93.01% | 93.01% |
11.02.2021 | 0.56% | 1.84 | 1.85 | 560'000 | 560'000 | 560'000 | 560'000 | 1'001'680 | 1'007'280 | 93.16% | 93.16% |
10.02.2021 | 0.56% | 1.73 | 1.74 | 550'000 | 550'000 | 550'000 | 550'000 | 979'290 | 984'790 | 92.86% | 92.86% |
09.02.2021 | 0.56% | 1.78 | 1.79 | 550'000 | 550'000 | 550'000 | 550'000 | 984'540 | 990'040 | 87.34% | 87.34% |