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 | 2.92% | 0.36 | 0.37 | 300'000 | 100'000 | 300'000 | 100'000 | 101'346 | 34'782 | 100.00% | 100.00% |
18.03.2021 | 2.99% | 0.34 | 0.35 | 300'000 | 100'000 | 300'000 | 100'000 | 99'204 | 34'068 | 98.69% | 98.69% |
17.03.2021 | 3.40% | 0.29 | 0.30 | 300'000 | 100'000 | 300'000 | 100'000 | 86'863 | 29'954 | 99.76% | 99.76% |
16.03.2021 | 3.10% | 0.30 | 0.31 | 300'000 | 100'000 | 300'000 | 100'000 | 95'475 | 32'825 | 100.00% | 100.00% |
15.03.2021 | 3.29% | 0.26 | 0.27 | 300'000 | 100'000 | 300'000 | 100'000 | 90'053 | 31'018 | 99.78% | 99.78% |
12.03.2021 | 4.03% | 0.25 | 0.26 | 450'000 | 100'000 | 439'575 | 100'000 | 106'939 | 25'367 | 94.66% | 94.66% |
11.03.2021 | 3.24% | 0.28 | 0.29 | 450'000 | 100'000 | 351'708 | 100'000 | 106'087 | 31'817 | 100.00% | 100.00% |
10.03.2021 | 4.35% | 0.27 | 0.28 | 450'000 | 100'000 | 450'000 | 100'000 | 102'758 | 23'835 | 99.52% | 99.52% |
09.03.2021 | 4.98% | 0.21 | 0.22 | 450'000 | 100'000 | 450'000 | 100'000 | 88'891 | 20'754 | 100.00% | 100.00% |