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 | 8.35% | 0.31 | 0.34 | 50'000 | 50'000 | 50'000 | 50'000 | 15'045 | 16'361 | 100.00% | 100.00% |
15.03.2018 | 3.45% | 0.31 | 0.32 | 110'000 | 110'000 | 77'076 | 77'076 | 22'225 | 22'995 | 99.36% | 99.36% |
14.03.2018 | 3.31% | 0.25 | 0.26 | 110'000 | 110'000 | 77'047 | 77'047 | 22'735 | 23'505 | 99.27% | 99.27% |
13.03.2018 | 3.09% | 0.31 | 0.32 | 110'000 | 110'000 | 77'126 | 77'126 | 24'959 | 25'730 | 98.68% | 98.68% |
12.03.2018 | 2.70% | 0.32 | 0.33 | 110'000 | 110'000 | 77'141 | 77'141 | 27'782 | 28'554 | 98.44% | 98.44% |
09.03.2018 | 3.24% | 0.36 | 0.37 | 110'000 | 110'000 | 70'751 | 70'751 | 21'984 | 22'692 | 99.07% | 99.07% |
08.03.2018 | 3.92% | 0.25 | 0.26 | 110'000 | 110'000 | 70'691 | 70'691 | 17'692 | 18'399 | 98.57% | 98.57% |
07.03.2018 | 4.21% | 0.24 | 0.25 | 110'000 | 110'000 | 70'643 | 70'643 | 16'587 | 17'294 | 99.02% | 99.02% |
06.03.2018 | 3.69% | 0.28 | 0.29 | 120'000 | 120'000 | 72'858 | 72'858 | 19'575 | 20'303 | 99.21% | 99.21% |