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 | 10.03% | 0.06 | 0.07 | 1'000'000 | 500'000 | 965'116 | 381'571 | 107'004 | 44'343 | 57.08% | 57.08% |
14.03.2018 | 8.67% | 0.19 | 0.20 | 1'000'000 | 400'000 | 999'962 | 470'370 | 114'299 | 57'663 | 100.00% | 100.00% |
13.03.2018 | 8.36% | 0.19 | 0.20 | 1'000'000 | 400'000 | 999'859 | 515'917 | 120'271 | 65'427 | 31.52% | 31.52% |
12.03.2018 | 9.27% | 0.09 | 0.10 | 1'000'000 | 600'000 | 1'000'000 | 598'080 | 103'592 | 67'891 | 99.22% | 99.22% |
09.03.2018 | 5.40% | 0.15 | 0.16 | 1'000'000 | 500'000 | 999'831 | 501'033 | 181'931 | 96'135 | 99.95% | 99.95% |
08.03.2018 | 3.44% | 0.20 | 0.21 | 1'000'000 | 500'000 | 999'982 | 408'310 | 291'834 | 122'589 | 99.85% | 99.85% |
07.03.2018 | 2.36% | 0.36 | 0.37 | 1'000'000 | 400'000 | 991'760 | 391'582 | 418'144 | 168'698 | 98.35% | 98.35% |
06.03.2018 | 2.88% | 0.37 | 0.38 | 1'000'000 | 400'000 | 999'987 | 399'992 | 345'093 | 142'036 | 100.00% | 100.00% |