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 | 66.67% | 0.01 | 0.02 | 600'000 | 200'000 | 600'000 | 200'000 | 6'000 | 4'000 | 100.00% | 100.00% |
15.03.2018 | 66.67% | 0.01 | 0.02 | 600'000 | 200'000 | 600'000 | 200'000 | 6'000 | 4'000 | 62.62% | 99.95% |
14.03.2018 | 53.92% | 0.01 | 0.02 | 600'000 | 200'000 | 552'025 | 184'008 | 8'329 | 4'616 | 74.20% | 100.00% |
13.03.2018 | 19.49% | 0.05 | 0.06 | 300'000 | 100'000 | 341'922 | 113'974 | 15'917 | 6'445 | 97.54% | 97.54% |
12.03.2018 | 11.27% | 0.07 | 0.08 | 300'000 | 100'000 | 219'398 | 73'133 | 18'046 | 6'747 | 100.00% | 100.00% |
09.03.2018 | 6.99% | 0.14 | 0.15 | 150'000 | 50'000 | 150'000 | 50'000 | 20'767 | 7'422 | 99.74% | 99.74% |
08.03.2018 | 5.20% | 0.16 | 0.17 | 150'000 | 50'000 | 150'000 | 50'000 | 28'415 | 9'972 | 99.92% | 99.92% |
07.03.2018 | 5.17% | 0.20 | 0.21 | 150'000 | 50'000 | 150'000 | 50'000 | 28'347 | 9'949 | 100.00% | 100.00% |
06.03.2018 | 6.70% | 0.15 | 0.16 | 150'000 | 50'000 | 223'170 | 74'390 | 31'673 | 11'302 | 99.68% | 99.68% |