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 | 21.59% | 0.08 | 0.10 | 500'000 | 200'000 | 499'863 | 200'000 | 41'816 | 20'739 | 100.00% | 100.00% |
15.03.2018 | 20.48% | 0.10 | 0.12 | 500'000 | 200'000 | 497'597 | 200'000 | 43'977 | 21'697 | 100.00% | 100.00% |
14.03.2018 | 20.43% | 0.07 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 38'097 | 18'739 | 100.00% | 100.00% |
13.03.2018 | 17.17% | 0.06 | 0.07 | 500'000 | 200'000 | 500'000 | 200'000 | 45'411 | 21'622 | 100.00% | 100.00% |
12.03.2018 | 12.34% | 0.10 | 0.11 | 500'000 | 200'000 | 492'401 | 200'000 | 49'423 | 22'790 | 97.48% | 97.48% |
09.03.2018 | 11.59% | 0.09 | 0.10 | 500'000 | 200'000 | 500'000 | 200'000 | 40'931 | 18'372 | 100.00% | 100.00% |
08.03.2018 | 9.76% | 0.11 | 0.12 | 460'000 | 200'000 | 496'705 | 200'000 | 48'596 | 21'583 | 98.68% | 98.68% |
07.03.2018 | 13.37% | 0.08 | 0.09 | 500'000 | 200'000 | 500'000 | 200'000 | 35'184 | 16'074 | 100.00% | 100.00% |
06.03.2018 | 11.66% | 0.10 | 0.11 | 500'000 | 200'000 | 429'194 | 184'342 | 43'704 | 21'042 | 99.83% | 99.83% |