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 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.03.2021 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 11.90% | 100.00% |
17.03.2021 | 64.38% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'428 | 1'043 | 32.51% | 100.00% |
16.03.2021 | 35.65% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 11'905 | 1'691 | 99.97% | 99.97% |
15.03.2021 | 25.65% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 17'424 | 2'242 | 99.99% | 99.99% |
12.03.2021 | 22.47% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 19'823 | 2'482 | 100.00% | 100.00% |
11.03.2021 | 22.21% | 0.04 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 20'105 | 2'510 | 94.83% | 94.83% |
10.03.2021 | 17.56% | 0.05 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 26'628 | 3'163 | 90.83% | 90.83% |
09.03.2021 | 12.87% | 0.08 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 36'556 | 4'156 | 100.00% | 100.00% |