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 | 8.09% | 0.31 | 0.34 | 250'000 | 250'000 | 250'000 | 250'000 | 78'074 | 84'654 | 100.00% | 100.00% |
15.03.2018 | 3.30% | 0.31 | 0.32 | 250'000 | 250'000 | 250'000 | 250'000 | 74'650 | 77'150 | 99.76% | 99.76% |
14.03.2018 | 3.18% | 0.29 | 0.30 | 260'000 | 260'000 | 260'000 | 260'000 | 80'473 | 83'073 | 100.00% | 100.00% |
13.03.2018 | 2.99% | 0.30 | 0.31 | 260'000 | 260'000 | 260'000 | 260'000 | 85'880 | 88'480 | 99.30% | 99.30% |
12.03.2018 | 2.97% | 0.33 | 0.34 | 250'000 | 250'000 | 250'000 | 250'000 | 83'106 | 85'606 | 100.00% | 100.00% |
09.03.2018 | 3.05% | 0.34 | 0.35 | 260'000 | 260'000 | 260'000 | 260'000 | 84'074 | 86'674 | 99.89% | 99.89% |
08.03.2018 | 3.38% | 0.31 | 0.32 | 260'000 | 260'000 | 260'000 | 260'000 | 75'678 | 78'278 | 99.41% | 99.41% |
07.03.2018 | 3.55% | 0.28 | 0.29 | 260'000 | 260'000 | 260'000 | 260'000 | 72'000 | 74'600 | 100.00% | 100.00% |
06.03.2018 | 3.26% | 0.30 | 0.31 | 260'000 | 260'000 | 260'000 | 260'000 | 78'568 | 81'168 | 100.00% | 100.00% |