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 | - | - |
16.03.2018 | 1.61% | 1.16 | 1.18 | 450'000 | 150'000 | 450'000 | 150'000 | 555'813 | 188'271 | 99.94% | 99.94% |
15.03.2018 | 1.51% | 1.34 | 1.36 | 450'000 | 150'000 | 530'531 | 176'844 | 698'790 | 236'467 | 99.89% | 99.89% |
14.03.2018 | 1.50% | 1.28 | 1.30 | 600'000 | 200'000 | 600'000 | 200'000 | 796'789 | 269'596 | 100.00% | 100.00% |
13.03.2018 | 1.64% | 1.28 | 1.30 | 600'000 | 200'000 | 599'996 | 200'000 | 726'970 | 246'325 | 97.47% | 97.47% |
12.03.2018 | 2.02% | 1.04 | 1.06 | 600'000 | 200'000 | 600'000 | 200'000 | 589'556 | 200'519 | 97.50% | 97.50% |
09.03.2018 | 2.28% | 0.85 | 0.87 | 600'000 | 200'000 | 599'997 | 200'000 | 520'458 | 177'487 | 99.43% | 99.43% |
08.03.2018 | 2.46% | 0.84 | 0.86 | 600'000 | 200'000 | 600'000 | 200'000 | 481'630 | 164'543 | 99.78% | 99.78% |
07.03.2018 | 2.82% | 0.74 | 0.76 | 600'000 | 200'000 | 600'000 | 200'000 | 419'858 | 143'953 | 100.00% | 100.00% |
06.03.2018 | 2.69% | 0.74 | 0.76 | 600'000 | 200'000 | 599'999 | 200'000 | 440'863 | 150'955 | 99.97% | 99.97% |