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 | - | - |
14.03.2019 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.03.2019 | 64.70% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'591 | 20'591 | 13.50% | 99.99% |
12.03.2019 | 45.53% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'304 | 27'304 | 99.98% | 99.98% |
11.03.2019 | 33.48% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 25'306 | 35'306 | 100.00% | 100.00% |
08.03.2019 | 22.04% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 40'764 | 50'764 | 100.00% | 100.00% |
07.03.2019 | 46.66% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'717 | 26'717 | 99.99% | 99.99% |
06.03.2019 | 50.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 15'000 | 25'000 | 100.00% | 100.00% |
05.03.2019 | 65.23% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'431 | 20'431 | 35.31% | 99.97% |
04.03.2019 | 65.98% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'207 | 20'207 | 82.24% | 82.24% |