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 | 70.32% | 0.01 | 0.03 | 600'000 | 200'000 | 720'062 | 240'021 | 7'770 | 5'364 | 100.00% | 100.00% |
15.03.2018 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 64.76% | 100.00% |
14.03.2018 | 58.84% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 10'354 | 5'951 | 100.00% | 100.00% |
13.03.2018 | 33.91% | 0.05 | 0.06 | 750'000 | 250'000 | 750'000 | 250'000 | 19'782 | 9'094 | 97.39% | 97.39% |
12.03.2018 | 13.77% | 0.06 | 0.07 | 750'000 | 250'000 | 750'000 | 250'000 | 50'915 | 19'472 | 100.00% | 100.00% |
09.03.2018 | 10.80% | 0.07 | 0.08 | 750'000 | 250'000 | 750'000 | 250'000 | 66'213 | 24'571 | 99.80% | 99.80% |
08.03.2018 | 8.32% | 0.10 | 0.11 | 750'000 | 250'000 | 750'000 | 250'000 | 86'821 | 31'440 | 99.91% | 99.91% |
07.03.2018 | 6.42% | 0.14 | 0.15 | 750'000 | 250'000 | 744'755 | 248'252 | 112'531 | 39'993 | 99.18% | 99.18% |
06.03.2018 | 6.86% | 0.16 | 0.17 | 750'000 | 250'000 | 748'085 | 249'362 | 106'153 | 37'878 | 98.09% | 98.09% |