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 | 166.67% | 0.01 | 0.06 | 200'000 | 200'000 | 200'000 | 200'000 | 1'000 | 11'000 | 100.00% | 100.00% |
18.03.2021 | 164.63% | 0.01 | 0.06 | 400'000 | 400'000 | 257'327 | 257'327 | 1'433 | 14'153 | 91.71% | 99.18% |
17.03.2021 | 138.14% | 0.01 | 0.06 | 400'000 | 400'000 | 267'617 | 267'617 | 2'868 | 14'719 | 98.84% | 98.84% |
16.03.2021 | 154.29% | 0.01 | 0.06 | 400'000 | 400'000 | 267'934 | 267'934 | 2'251 | 14'736 | 99.03% | 99.03% |
15.03.2021 | 78.73% | 0.02 | 0.06 | 400'000 | 400'000 | 268'059 | 268'059 | 6'298 | 14'743 | 98.86% | 98.86% |
12.03.2021 | 18.48% | 0.05 | 0.06 | 400'000 | 400'000 | 243'746 | 243'746 | 12'565 | 15'211 | 97.21% | 97.21% |
11.03.2021 | 14.28% | 0.05 | 0.06 | 400'000 | 400'000 | 242'145 | 242'145 | 15'442 | 17'864 | 98.74% | 98.74% |
10.03.2021 | 7.47% | 0.09 | 0.10 | 400'000 | 400'000 | 242'452 | 242'452 | 30'594 | 33'019 | 98.92% | 98.92% |
09.03.2021 | 4.63% | 0.15 | 0.16 | 400'000 | 400'000 | 242'595 | 242'595 | 50'210 | 52'636 | 99.00% | 99.00% |