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 | 18.61% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'886 | 250'343 | 24'790 | 7'460 | 100.00% | 100.00% |
14.03.2019 | 8.49% | 0.06 | 0.07 | 925'000 | 475'000 | 867'203 | 390'305 | 49'428 | 24'906 | 100.00% | 100.00% |
13.03.2019 | 12.92% | 0.05 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'151 | 10'538 | 100.00% | 100.00% |
12.03.2019 | 12.31% | 0.04 | 0.05 | 1'000'000 | 250'000 | 996'091 | 285'263 | 39'017 | 12'993 | 100.00% | 100.00% |
11.03.2019 | 14.09% | 0.05 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 273'372 | 34'048 | 11'003 | 100.00% | 100.00% |
08.03.2019 | 15.81% | 0.03 | 0.03 | 1'000'000 | 250'000 | 999'754 | 255'240 | 31'028 | 9'280 | 100.00% | 100.00% |
07.03.2019 | 6.35% | 0.09 | 0.09 | 575'000 | 300'000 | 391'531 | 354'096 | 51'729 | 51'698 | 99.99% | 99.99% |
06.03.2019 | 5.37% | 0.19 | 0.20 | 300'000 | 300'000 | 292'179 | 292'179 | 52'974 | 55'896 | 100.00% | 100.00% |
05.03.2019 | 5.99% | 0.17 | 0.18 | 300'000 | 300'000 | 320'317 | 320'317 | 51'896 | 55'099 | 100.00% | 100.00% |