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 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 95.60% |
14.03.2019 | 82.43% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'375 | 1'000'000 | 8'857 | 20'496 | 97.97% | 97.97% |
13.03.2019 | 32.20% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'995 | 27'646 | 37'646 | 99.75% | 99.75% |
12.03.2019 | 18.61% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'989 | 1'000'000 | 49'937 | 59'938 | 99.48% | 99.48% |
11.03.2019 | 12.01% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'968 | 80'917 | 90'914 | 100.00% | 100.00% |
08.03.2019 | 6.29% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 999'928 | 999'977 | 154'844 | 164'852 | 93.06% | 93.06% |
07.03.2019 | 9.90% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'982 | 999'862 | 100'929 | 110'914 | 94.34% | 94.34% |
06.03.2019 | 12.89% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 73'362 | 83'362 | 99.32% | 99.32% |
05.03.2019 | 10.48% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'609 | 999'837 | 91'291 | 101'308 | 98.14% | 98.14% |