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 | 5.68% | 1.02 | 1.08 | 20'000 | 20'000 | 20'000 | 20'000 | 20'532 | 21'732 | 100.00% | 100.00% |
15.03.2018 | 3.31% | 0.97 | 0.98 | 30'000 | 30'000 | 23'394 | 23'394 | 25'728 | 26'526 | 98.19% | 98.19% |
14.03.2018 | 3.44% | 1.12 | 1.13 | 30'000 | 30'000 | 23'431 | 23'431 | 25'619 | 26'418 | 96.29% | 96.29% |
13.03.2018 | 3.20% | 1.03 | 1.04 | 30'000 | 30'000 | 23'485 | 23'485 | 27'071 | 27'876 | 96.48% | 96.48% |
12.03.2018 | 3.23% | 1.20 | 1.21 | 30'000 | 30'000 | 23'406 | 23'406 | 27'388 | 28'185 | 98.16% | 98.16% |
09.03.2018 | 3.38% | 1.11 | 1.12 | 30'000 | 30'000 | 22'222 | 22'222 | 25'267 | 26'073 | 94.87% | 94.87% |
08.03.2018 | 3.24% | 1.12 | 1.13 | 30'000 | 30'000 | 22'249 | 22'249 | 26'085 | 26'882 | 93.83% | 93.83% |
07.03.2018 | 3.42% | 1.20 | 1.21 | 30'000 | 30'000 | 22'205 | 22'205 | 25'117 | 25'918 | 96.66% | 96.66% |
06.03.2018 | 3.14% | 1.18 | 1.19 | 30'000 | 30'000 | 22'158 | 22'158 | 26'847 | 27'651 | 97.58% | 97.58% |