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 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.03.2018 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.03.2018 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.03.2018 | 33.17% | 0.02 | 0.02 | 1'000'000 | 250'000 | 838'920 | 250'000 | 12'584 | 5'268 | 8.55% | 99.93% |
12.03.2018 | 16.49% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'592 | 8'648 | 99.96% | 99.96% |
09.03.2018 | 11.53% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 279'214 | 41'388 | 13'181 | 98.09% | 98.09% |
08.03.2018 | 9.20% | 0.04 | 0.05 | 1'000'000 | 250'000 | 942'289 | 424'989 | 49'135 | 24'718 | 94.20% | 94.20% |
07.03.2018 | 6.40% | 0.07 | 0.07 | 775'000 | 400'000 | 668'349 | 344'963 | 50'512 | 27'785 | 99.55% | 99.55% |
06.03.2018 | 6.77% | 0.09 | 0.09 | 625'000 | 325'000 | 711'570 | 365'141 | 50'754 | 27'890 | 99.94% | 99.94% |