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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15.03.2018 | - | - | 0.05 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 93.96% |
14.03.2018 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'919 | 1'000'000 | 5'000 | 20'000 | 74.21% | 99.60% |
13.03.2018 | 36.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'936 | 999'914 | 26'932 | 37'062 | 86.64% | 86.64% |
12.03.2018 | 20.05% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'808 | 1'000'000 | 45'997 | 56'003 | 100.00% | 100.00% |
09.03.2018 | 28.93% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'894 | 1'000'000 | 30'374 | 40'379 | 98.83% | 98.83% |
08.03.2018 | 44.62% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'476 | 1'000'000 | 18'008 | 28'024 | 96.60% | 96.60% |
07.03.2018 | 52.97% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'166 | 24'166 | 99.07% | 99.07% |
06.03.2018 | 33.01% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'845 | 999'885 | 25'860 | 35'863 | 99.56% | 99.56% |