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 | - | - | 0.05 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.03.2018 | 154.01% | 0.01 | 0.05 | 1'000'000 | 200'000 | 1'000'000 | 1'000'000 | 5'218 | 40'000 | 72.35% | 97.86% |
14.03.2018 | 105.16% | 0.01 | 0.04 | 1'000'000 | 1'000'000 | 999'984 | 1'000'000 | 9'799 | 33'890 | 98.80% | 98.80% |
13.03.2018 | 90.33% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'198 | 23'109 | 97.45% | 97.45% |
12.03.2018 | 96.55% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'579 | 20'553 | 98.71% | 98.71% |
09.03.2018 | 22.68% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 41'405 | 51'405 | 98.03% | 98.03% |
08.03.2018 | 14.62% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'797 | 73'797 | 97.16% | 97.16% |
07.03.2018 | 8.04% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'948 | 1'000'000 | 120'459 | 130'467 | 98.72% | 98.72% |
06.03.2018 | 9.57% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 999'980 | 99'888 | 109'886 | 98.23% | 98.23% |