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 | - | - |
18.05.2018 | 4.22% | 0.30 | 0.31 | 570'000 | 570'000 | 570'000 | 570'000 | 132'832 | 138'532 | 98.92% | 98.92% |
17.05.2018 | 8.17% | 0.29 | 0.30 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 137'356 | 147'356 | 93.49% | 93.49% |
16.05.2018 | 8.35% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'999 | 999'999 | 116'528 | 126'528 | 94.66% | 94.66% |
15.05.2018 | 9.81% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 98'857 | 108'857 | 95.47% | 95.47% |
14.05.2018 | 7.78% | 0.14 | 0.15 | 990'000 | 990'000 | 990'000 | 990'000 | 125'321 | 135'221 | 95.03% | 95.03% |
11.05.2018 | 5.67% | 0.19 | 0.20 | 920'000 | 920'000 | 920'000 | 920'000 | 159'348 | 168'548 | 99.48% | 99.48% |
09.05.2018 | 7.04% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 999'996 | 999'999 | 139'412 | 149'413 | 95.95% | 95.95% |
08.05.2018 | 7.89% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 999'993 | 122'429 | 132'428 | 99.58% | 99.58% |
07.05.2018 | 7.39% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 137'324 | 147'324 | 95.14% | 95.14% |