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 | 2.30% | 0.87 | 0.89 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 859'044 | 351'618 | 99.99% | 99.99% |
15.03.2018 | 2.51% | 0.81 | 0.83 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 787'555 | 323'022 | 99.91% | 99.91% |
14.03.2018 | 2.49% | 0.76 | 0.78 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 792'224 | 324'890 | 100.00% | 100.00% |
13.03.2018 | 2.31% | 0.79 | 0.81 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 858'321 | 351'328 | 97.49% | 97.49% |
12.03.2018 | 2.27% | 0.85 | 0.87 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 872'699 | 357'080 | 100.00% | 100.00% |
09.03.2018 | 2.50% | 0.81 | 0.83 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 790'830 | 324'332 | 99.66% | 99.66% |
08.03.2018 | 2.57% | 0.80 | 0.82 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 769'037 | 315'615 | 99.95% | 99.95% |
07.03.2018 | 2.73% | 0.76 | 0.78 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 723'506 | 297'403 | 99.91% | 99.91% |
06.03.2018 | 2.58% | 0.75 | 0.77 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 765'168 | 314'067 | 99.99% | 99.99% |