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 | - | - | 0.04 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.03.2018 | 155.56% | 0.01 | 0.04 | 1'000'000 | 200'000 | 1'000'000 | 1'000'000 | 5'000 | 40'000 | 55.93% | 97.86% |
14.03.2018 | 137.84% | 0.01 | 0.04 | 1'000'000 | 1'000'000 | 999'976 | 1'000'000 | 6'062 | 34'286 | 95.47% | 98.81% |
13.03.2018 | 70.27% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'881 | 21'692 | 96.52% | 97.40% |
12.03.2018 | 63.35% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'035 | 21'047 | 98.67% | 98.67% |
09.03.2018 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 10.57% | 98.05% |
08.03.2018 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 4.90% | 97.15% |
07.03.2018 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.95% |
06.03.2018 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'890 | 1'000'000 | 4'999 | 20'000 | 36.35% | 98.52% |