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 | 2.98% | 0.65 | 0.67 | 90'000 | 90'000 | 90'000 | 90'000 | 59'554 | 61'354 | 98.87% | 98.87% |
18.03.2021 | 2.65% | 0.73 | 0.75 | 410'000 | 410'000 | 213'690 | 213'690 | 157'210 | 161'484 | 99.15% | 99.15% |
17.03.2021 | 2.95% | 0.67 | 0.69 | 410'000 | 410'000 | 214'706 | 214'706 | 145'896 | 150'190 | 98.51% | 98.51% |
16.03.2021 | 2.34% | 0.81 | 0.83 | 410'000 | 410'000 | 214'020 | 214'020 | 179'614 | 183'894 | 99.15% | 99.15% |
15.03.2021 | 2.45% | 0.84 | 0.86 | 410'000 | 410'000 | 213'026 | 213'026 | 174'605 | 178'866 | 98.83% | 98.83% |
12.03.2021 | 2.71% | 0.74 | 0.76 | 420'000 | 420'000 | 190'885 | 190'885 | 140'012 | 143'830 | 98.29% | 98.29% |
11.03.2021 | 1.56% | 0.81 | 0.83 | 450'000 | 450'000 | 202'854 | 202'854 | 165'167 | 168'339 | 98.69% | 98.69% |
10.03.2021 | 1.28% | 0.80 | 0.81 | 440'000 | 440'000 | 198'418 | 198'418 | 158'492 | 160'477 | 98.68% | 98.68% |
09.03.2021 | 2.30% | 0.55 | 0.56 | 580'000 | 580'000 | 262'769 | 262'769 | 121'801 | 124'428 | 98.46% | 98.46% |