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 | 14.51% | 0.11 | 0.13 | 460'000 | 300'000 | 432'100 | 300'000 | 50'348 | 40'818 | 99.93% | 99.93% |
18.03.2021 | 12.43% | 0.17 | 0.19 | 300'000 | 300'000 | 410'714 | 300'000 | 49'967 | 42'783 | 95.78% | 95.78% |
17.03.2021 | 17.99% | 0.05 | 0.06 | 500'000 | 300'000 | 499'811 | 299'919 | 26'198 | 18'720 | 99.95% | 99.95% |
16.03.2021 | 11.79% | 0.06 | 0.07 | 500'000 | 300'000 | 489'999 | 300'000 | 41'264 | 28'488 | 99.99% | 99.99% |
15.03.2021 | 9.97% | 0.08 | 0.09 | 500'000 | 300'000 | 491'823 | 300'000 | 47'261 | 31'907 | 99.59% | 99.59% |
12.03.2021 | 11.84% | 0.09 | 0.10 | 500'000 | 300'000 | 500'000 | 300'000 | 39'976 | 26'986 | 98.07% | 98.07% |
11.03.2021 | 8.95% | 0.10 | 0.11 | 500'000 | 300'000 | 454'235 | 300'000 | 48'769 | 36'027 | 98.55% | 98.55% |
10.03.2021 | 5.24% | 0.17 | 0.18 | 300'000 | 300'000 | 300'002 | 300'000 | 55'839 | 58'838 | 85.94% | 85.94% |
09.03.2021 | 4.70% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 62'568 | 65'568 | 96.57% | 96.57% |