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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 97.86% | 98.00% |
18.03.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 99.48% | 99.48% |
17.03.2021 | 43.43% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 18'287 | 28'287 | 99.92% | 99.92% |
16.03.2021 | 36.29% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'781 | 32'781 | 99.44% | 99.44% |
15.03.2021 | 34.18% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'479 | 34'479 | 99.55% | 99.55% |
12.03.2021 | 24.59% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'007 | 46'007 | 97.94% | 97.94% |
11.03.2021 | 24.98% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 35'199 | 45'199 | 99.70% | 99.70% |
10.03.2021 | 17.26% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 53'665 | 63'665 | 100.00% | 100.00% |
09.03.2021 | 11.16% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 85'244 | 95'244 | 99.22% | 99.22% |