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 | 2.06% | 0.49 | 0.50 | 110'000 | 110'000 | 110'000 | 110'000 | 52'922 | 54'022 | 100.00% | 100.00% |
15.03.2018 | 2.07% | 0.45 | 0.46 | 400'000 | 400'000 | 214'077 | 214'077 | 101'621 | 103'762 | 97.98% | 97.98% |
14.03.2018 | 2.14% | 0.45 | 0.46 | 400'000 | 400'000 | 214'255 | 214'255 | 99'364 | 101'507 | 98.10% | 98.10% |
13.03.2018 | 2.02% | 0.44 | 0.45 | 400'000 | 400'000 | 214'542 | 214'542 | 103'675 | 105'821 | 97.22% | 97.22% |
12.03.2018 | 1.93% | 0.51 | 0.52 | 410'000 | 410'000 | 223'871 | 223'871 | 114'251 | 116'490 | 98.88% | 98.88% |
09.03.2018 | 2.12% | 0.49 | 0.50 | 410'000 | 410'000 | 198'736 | 198'736 | 94'144 | 96'132 | 97.88% | 97.88% |
08.03.2018 | 2.08% | 0.47 | 0.48 | 410'000 | 410'000 | 198'898 | 198'898 | 94'239 | 96'228 | 98.58% | 98.58% |
07.03.2018 | 2.60% | 0.42 | 0.43 | 410'000 | 410'000 | 199'735 | 199'735 | 77'700 | 79'698 | 97.39% | 97.39% |
06.03.2018 | 2.28% | 0.42 | 0.43 | 410'000 | 410'000 | 199'094 | 199'094 | 86'373 | 88'364 | 99.15% | 99.15% |