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 | - | - | 0.01 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.03.2018 | - | - | 0.01 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.03.2018 | 72.68% | 0.01 | 0.01 | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 | 545 | 8.72% | 100.00% |
13.03.2018 | 75.05% | 0.01 | 0.01 | 500'000 | 25'000 | 500'000 | 25'000 | 5'113 | 573 | 53.45% | 100.00% |
12.03.2018 | 67.61% | 0.01 | 0.03 | 500'000 | 25'000 | 500'000 | 25'000 | 8'670 | 829 | 99.49% | 99.49% |
09.03.2018 | 53.36% | 0.02 | 0.03 | 500'000 | 25'000 | 500'000 | 25'000 | 10'598 | 915 | 99.99% | 99.99% |
08.03.2018 | 55.56% | 0.02 | 0.04 | 500'000 | 25'000 | 500'000 | 25'000 | 10'126 | 878 | 99.88% | 99.88% |
07.03.2018 | 67.73% | 0.02 | 0.04 | 500'000 | 25'000 | 500'000 | 25'000 | 7'642 | 748 | 100.00% | 100.00% |
06.03.2018 | 53.84% | 0.02 | 0.04 | 500'000 | 25'000 | 500'000 | 25'000 | 12'305 | 1'044 | 99.26% | 99.26% |