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 | 15.66% | 0.08 | 0.09 | 450'000 | 150'000 | 450'000 | 150'000 | 28'214 | 10'905 | 99.95% | 99.95% |
15.03.2018 | 15.54% | 0.04 | 0.05 | 600'000 | 200'000 | 466'738 | 155'579 | 28'748 | 11'138 | 99.94% | 99.94% |
14.03.2018 | 16.76% | 0.07 | 0.08 | 450'000 | 150'000 | 584'943 | 194'981 | 32'204 | 12'685 | 100.00% | 100.00% |
13.03.2018 | 20.95% | 0.06 | 0.07 | 600'000 | 200'000 | 711'942 | 237'314 | 31'004 | 12'708 | 97.63% | 97.63% |
12.03.2018 | 26.94% | 0.04 | 0.05 | 750'000 | 250'000 | 750'000 | 250'000 | 24'538 | 10'679 | 100.00% | 100.00% |
09.03.2018 | 16.62% | 0.05 | 0.06 | 750'000 | 250'000 | 749'601 | 249'867 | 41'660 | 16'385 | 99.88% | 99.88% |
08.03.2018 | 15.68% | 0.05 | 0.06 | 750'000 | 250'000 | 744'519 | 248'173 | 44'703 | 17'383 | 99.94% | 99.94% |
07.03.2018 | 7.25% | 0.10 | 0.11 | 600'000 | 200'000 | 517'003 | 172'334 | 68'943 | 24'704 | 99.98% | 99.98% |
06.03.2018 | 8.22% | 0.12 | 0.13 | 600'000 | 200'000 | 600'000 | 200'000 | 70'197 | 25'399 | 100.00% | 100.00% |