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 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 94.20% |
18.03.2021 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 85.61% |
17.03.2021 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 77.45% |
16.03.2021 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 66.80% |
15.03.2021 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 1.51% | 96.22% |
12.03.2021 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 21.49% | 72.56% |
11.03.2021 | 30.76% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 14'869 | 11'921 | 85.47% | 85.47% |
10.03.2021 | 10.69% | 0.06 | 0.07 | 500'000 | 300'000 | 474'007 | 300'000 | 43'876 | 31'175 | 84.92% | 84.92% |
09.03.2021 | 15.79% | 0.07 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 29'433 | 20'660 | 94.23% | 94.23% |