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 | 60.35% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'203 | 2'209 | 98.47% | 98.47% |
18.03.2021 | 98.09% | 0.03 | 0.04 | 250'000 | 250'000 | 154'820 | 154'820 | 1'569 | 3'475 | 99.24% | 99.24% |
17.03.2021 | 112.35% | 0.01 | 0.02 | 250'000 | 250'000 | 154'926 | 154'926 | 955 | 3'100 | 99.36% | 99.36% |
16.03.2021 | 84.86% | 0.01 | 0.02 | 250'000 | 250'000 | 154'889 | 154'889 | 1'123 | 3'098 | 98.73% | 98.73% |
15.03.2021 | 66.01% | 0.01 | 0.02 | 250'000 | 250'000 | 154'554 | 154'554 | 1'590 | 3'135 | 98.82% | 98.82% |
12.03.2021 | 72.53% | 0.01 | 0.02 | 250'000 | 250'000 | 140'236 | 140'236 | 1'349 | 2'807 | 97.74% | 97.74% |
11.03.2021 | 40.51% | 0.02 | 0.03 | 250'000 | 250'000 | 139'894 | 139'894 | 2'697 | 4'096 | 99.08% | 99.08% |
10.03.2021 | 109.40% | 0.02 | 0.03 | 250'000 | 250'000 | 140'024 | 140'024 | 988 | 2'860 | 97.62% | 97.62% |
09.03.2021 | 59.35% | 0.01 | 0.02 | 250'000 | 250'000 | 139'930 | 139'930 | 1'626 | 3'038 | 98.80% | 98.80% |