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 | - | - |
15.03.2019 | 1.50% | 0.71 | 0.72 | 75'000 | 75'000 | 91'694 | 91'713 | 60'552 | 61'482 | 100.00% | 100.00% |
14.03.2019 | 1.75% | 0.62 | 0.63 | 100'000 | 100'000 | 100'000 | 100'000 | 56'703 | 57'703 | 99.80% | 99.80% |
13.03.2019 | 2.04% | 0.51 | 0.52 | 100'000 | 100'000 | 114'338 | 114'338 | 55'289 | 56'432 | 100.00% | 100.00% |
12.03.2019 | 2.18% | 0.44 | 0.45 | 125'000 | 125'000 | 123'698 | 123'698 | 56'093 | 57'330 | 100.00% | 100.00% |
11.03.2019 | 2.43% | 0.43 | 0.44 | 125'000 | 125'000 | 132'108 | 132'108 | 53'598 | 54'919 | 100.00% | 100.00% |
08.03.2019 | 3.15% | 0.33 | 0.34 | 175'000 | 175'000 | 172'820 | 172'820 | 54'098 | 55'827 | 99.87% | 99.87% |
07.03.2019 | 2.66% | 0.37 | 0.38 | 150'000 | 150'000 | 145'574 | 145'574 | 53'910 | 55'366 | 100.00% | 100.00% |
06.03.2019 | 2.32% | 0.38 | 0.39 | 150'000 | 150'000 | 129'670 | 129'670 | 55'124 | 56'421 | 100.00% | 100.00% |
05.03.2019 | 2.38% | 0.47 | 0.48 | 125'000 | 125'000 | 128'339 | 128'339 | 53'412 | 54'695 | 100.00% | 100.00% |