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 | - | - |
17.03.2021 | 5.65% | 0.22 | 0.23 | 230'000 | 100'000 | 294'491 | 100'000 | 50'596 | 18'679 | 99.45% | 99.45% |
16.03.2021 | 5.86% | 0.21 | 0.22 | 240'000 | 100'000 | 306'826 | 100'000 | 50'795 | 17'821 | 99.66% | 99.66% |
15.03.2021 | 4.85% | 0.20 | 0.21 | 250'000 | 100'000 | 251'526 | 100'000 | 50'567 | 21'344 | 99.45% | 99.45% |
12.03.2021 | 2.25% | 0.38 | 0.39 | 140'000 | 100'000 | 118'819 | 100'000 | 52'134 | 44'983 | 97.46% | 97.46% |
11.03.2021 | 5.66% | 0.27 | 0.28 | 190'000 | 100'000 | 296'496 | 100'000 | 50'840 | 19'314 | 99.60% | 99.60% |
10.03.2021 | 2.86% | 0.32 | 0.33 | 160'000 | 100'000 | 150'580 | 100'000 | 51'853 | 35'692 | 99.35% | 99.35% |
09.03.2021 | 2.44% | 0.33 | 0.34 | 160'000 | 100'000 | 127'748 | 100'000 | 51'687 | 42'358 | 99.59% | 99.59% |
08.03.2021 | 1.74% | 0.66 | 0.67 | 100'000 | 100'000 | 100'255 | 100'000 | 57'462 | 58'338 | 98.52% | 98.52% |