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 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.03.2021 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 98.97% |
17.03.2021 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.77% |
16.03.2021 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.03.2021 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.78% |
12.03.2021 | 66.67% | 0.01 | 0.01 | 105'000 | 200'000 | 122'220 | 200'000 | 1'222 | 4'000 | 0.03% | 92.55% |
11.03.2021 | 66.67% | 0.01 | 0.02 | 250'000 | 200'000 | 250'000 | 200'000 | 2'500 | 4'000 | 96.63% | 100.00% |
10.03.2021 | 66.67% | 0.01 | 0.02 | 250'000 | 200'000 | 250'000 | 200'000 | 2'500 | 4'000 | 99.79% | 99.79% |
09.03.2021 | 66.67% | 0.01 | 0.02 | 250'000 | 200'000 | 250'000 | 200'000 | 2'500 | 4'000 | 65.45% | 100.00% |