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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 95.59% |
14.03.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 8.03% | 97.77% |
13.03.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 69.34% | 99.77% |
12.03.2019 | 119.28% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'068 | 20'000 | 98.92% | 98.92% |
11.03.2019 | 103.43% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'565 | 20'017 | 100.00% | 100.00% |
08.03.2019 | 41.53% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'391 | 29'391 | 93.09% | 93.09% |
07.03.2019 | 58.19% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'547 | 23'894 | 94.58% | 94.58% |
06.03.2019 | 58.91% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'336 | 22'340 | 99.37% | 99.37% |
05.03.2019 | 47.69% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'957 | 16'227 | 26'226 | 98.17% | 98.17% |