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 | 40.00% | 0.02 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 97.86% | 97.99% |
18.03.2021 | 42.03% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'863 | 29'863 | 99.42% | 99.42% |
17.03.2021 | 25.57% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 34'398 | 44'398 | 99.92% | 99.92% |
16.03.2021 | 17.73% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 52'282 | 62'282 | 99.44% | 99.44% |
15.03.2021 | 13.89% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 68'072 | 78'072 | 99.55% | 99.55% |
12.03.2021 | 8.69% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 110'943 | 120'943 | 97.94% | 97.94% |
11.03.2021 | 8.07% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 120'213 | 130'213 | 99.70% | 99.70% |
10.03.2021 | 5.71% | 0.14 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 171'741 | 181'741 | 100.00% | 100.00% |
09.03.2021 | 4.08% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 241'671 | 251'671 | 99.22% | 99.22% |