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 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 100.00% | 100.00% |
14.03.2019 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 28.15% | 100.00% |
13.03.2019 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 33.26% | 100.00% |
12.03.2019 | 36.48% | 0.02 | 0.03 | 750'000 | 250'000 | 749'310 | 249'770 | 20'241 | 9'245 | 99.19% | 99.22% |
11.03.2019 | 13.39% | 0.06 | 0.07 | 600'000 | 200'000 | 611'187 | 203'729 | 43'151 | 16'421 | 99.11% | 99.11% |
08.03.2019 | 14.14% | 0.07 | 0.08 | 600'000 | 200'000 | 706'789 | 235'596 | 46'815 | 17'961 | 100.00% | 100.00% |
07.03.2019 | 8.08% | 0.11 | 0.12 | 600'000 | 200'000 | 567'870 | 189'290 | 67'508 | 24'396 | 99.98% | 99.98% |
06.03.2019 | 6.46% | 0.14 | 0.15 | 450'000 | 150'000 | 476'744 | 158'915 | 71'332 | 25'366 | 99.94% | 99.94% |
05.03.2019 | 8.63% | 0.14 | 0.15 | 450'000 | 150'000 | 592'388 | 197'463 | 66'140 | 24'021 | 99.99% | 99.99% |