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 | 1.46% | 0.80 | 0.81 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 680'828 | 690'828 | 100.00% | 100.00% |
13.03.2019 | 1.92% | 0.55 | 0.56 | 1'000'000 | 1'000'000 | 999'987 | 1'000'000 | 516'982 | 526'989 | 100.00% | 100.00% |
12.03.2019 | 2.14% | 0.47 | 0.48 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 462'219 | 472'219 | 100.00% | 100.00% |
11.03.2019 | 2.29% | 0.51 | 0.52 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 434'352 | 444'352 | 97.39% | 97.39% |
08.03.2019 | 2.74% | 0.36 | 0.37 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 363'052 | 373'052 | 99.84% | 99.84% |
07.03.2019 | 1.98% | 0.45 | 0.46 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 503'839 | 513'839 | 100.00% | 100.00% |
06.03.2019 | 1.91% | 0.51 | 0.52 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 520'667 | 530'667 | 99.79% | 99.79% |
05.03.2019 | 2.03% | 0.57 | 0.58 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 489'202 | 499'202 | 100.00% | 100.00% |
04.03.2019 | 1.72% | 0.53 | 0.54 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 576'993 | 586'993 | 82.64% | 82.64% |