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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 997'691 | 250'000 | 998 | 3'750 | 100.00% | 100.00% |
14.03.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 984'178 | 247'188 | 984 | 3'708 | 100.00% | 100.00% |
13.03.2019 | 175.00% | 0.00 | 0.02 | 525'000 | 150'000 | 603'798 | 160'645 | 604 | 2'410 | 100.00% | 100.00% |
12.03.2019 | 121.92% | 0.02 | 0.02 | 275'000 | 75'000 | 528'250 | 139'654 | 4'947 | 2'510 | 99.32% | 99.32% |
11.03.2019 | 29.69% | 0.02 | 0.02 | 1'000'000 | 250'000 | 959'491 | 250'000 | 14'406 | 5'070 | 17.44% | 100.00% |
08.03.2019 | 24.71% | 0.02 | 0.02 | 1'000'000 | 250'000 | 999'901 | 249'613 | 18'139 | 5'775 | 61.07% | 100.00% |
07.03.2019 | 10.61% | 0.04 | 0.04 | 1'000'000 | 250'000 | 981'973 | 319'899 | 44'463 | 16'678 | 100.00% | 100.00% |
06.03.2019 | 8.07% | 0.08 | 0.08 | 725'000 | 375'000 | 527'889 | 384'916 | 45'271 | 37'013 | 84.29% | 84.29% |
05.03.2019 | 8.98% | 0.11 | 0.12 | 425'000 | 425'000 | 476'385 | 476'385 | 50'737 | 55'501 | 95.38% | 95.38% |