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 | - | - |
17.05.2018 | 18.41% | 0.07 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 25'895 | 18'537 | 96.32% | 96.32% |
16.05.2018 | 10.35% | 0.10 | 0.11 | 500'000 | 300'000 | 483'506 | 299'999 | 45'672 | 31'557 | 63.75% | 92.78% |
15.05.2018 | 8.17% | 0.11 | 0.12 | 460'000 | 300'000 | 423'279 | 300'000 | 49'913 | 38'957 | 96.38% | 96.38% |
14.05.2018 | 6.81% | 0.12 | 0.13 | 420'000 | 50'000 | 354'424 | 299'999 | 50'726 | 46'234 | 61.36% | 88.36% |
11.05.2018 | 6.31% | 0.14 | 0.15 | 360'000 | 50'000 | 332'642 | 299'996 | 51'029 | 49'088 | 3.59% | 3.84% |
09.05.2018 | 8.93% | 0.11 | 0.10 | 460'000 | 70'000 | 470'654 | 300'000 | 50'372 | 35'197 | 36.13% | 98.15% |
08.05.2018 | 9.00% | 0.10 | 0.11 | 500'000 | 300'000 | 464'373 | 300'000 | 49'489 | 35'247 | 96.13% | 96.13% |
07.05.2018 | 8.70% | 0.14 | 0.15 | 360'000 | 300'000 | 433'283 | 300'000 | 48'395 | 37'278 | 97.70% | 97.70% |
04.05.2018 | 15.31% | 0.06 | 0.06 | 500'000 | 120'000 | 499'722 | 300'000 | 30'515 | 21'324 | 40.43% | 97.69% |