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 | 2.86% | 0.67 | 0.69 | 80'000 | 50'000 | 79'688 | 50'000 | 54'892 | 35'448 | 100.00% | 100.00% |
18.03.2021 | 2.74% | 0.71 | 0.73 | 80'000 | 50'000 | 73'500 | 50'000 | 52'863 | 37'013 | 100.00% | 100.00% |
17.03.2021 | 2.93% | 0.73 | 0.75 | 70'000 | 50'000 | 78'580 | 50'000 | 52'816 | 34'655 | 100.00% | 100.00% |
16.03.2021 | 2.96% | 0.61 | 0.63 | 90'000 | 50'000 | 80'798 | 50'000 | 53'707 | 34'341 | 99.18% | 99.18% |
15.03.2021 | 2.82% | 0.68 | 0.70 | 80'000 | 50'000 | 77'446 | 50'000 | 54'220 | 36'041 | 99.15% | 99.15% |
12.03.2021 | 3.08% | 0.62 | 0.64 | 90'000 | 50'000 | 81'665 | 50'000 | 52'280 | 33'038 | 100.00% | 100.00% |
11.03.2021 | 3.53% | 0.60 | 0.62 | 90'000 | 50'000 | 93'966 | 50'000 | 52'316 | 28'908 | 98.94% | 98.94% |
10.03.2021 | 4.25% | 0.48 | 0.50 | 110'000 | 50'000 | 113'121 | 50'000 | 52'041 | 24'035 | 63.47% | 63.47% |
09.03.2021 | 6.20% | 0.33 | 0.35 | 160'000 | 50'000 | 170'506 | 50'000 | 51'878 | 16'253 | 67.97% | 67.97% |