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 | - | - |
19.02.2021 | - | 0.01 | 0.02 | 500'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.02.2021 | 77.83% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'475 | 20'748 | 93.94% | 93.94% |
17.02.2021 | 53.19% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'477 | 24'477 | 98.58% | 98.58% |
16.02.2021 | 62.36% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'307 | 21'313 | 99.61% | 99.61% |
15.02.2021 | 47.24% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'180 | 27'180 | 97.56% | 97.56% |
12.02.2021 | 15.28% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 61'870 | 71'870 | 94.22% | 94.22% |
11.02.2021 | 12.73% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 74'338 | 84'338 | 99.83% | 99.83% |
10.02.2021 | 11.24% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 85'501 | 95'501 | 97.86% | 97.86% |
09.02.2021 | 9.91% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 96'283 | 106'283 | 99.28% | 99.28% |