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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.03.2019 | 1.59% | 1.01 | 1.03 | 510'000 | 510'000 | 510'000 | 510'000 | 456'006 | 463'333 | 97.07% | 97.07% |
13.03.2019 | 1.36% | 0.76 | 0.77 | 510'000 | 510'000 | 510'000 | 510'000 | 372'776 | 377'876 | 100.00% | 100.00% |
12.03.2019 | 1.48% | 0.68 | 0.69 | 520'000 | 520'000 | 520'000 | 520'000 | 349'757 | 354'957 | 100.00% | 100.00% |
11.03.2019 | 1.55% | 0.72 | 0.73 | 550'000 | 550'000 | 550'000 | 550'000 | 353'182 | 358'682 | 99.99% | 99.99% |
08.03.2019 | 1.78% | 0.55 | 0.56 | 540'000 | 540'000 | 540'000 | 540'000 | 301'799 | 307'199 | 95.06% | 95.06% |
07.03.2019 | 1.41% | 0.65 | 0.66 | 530'000 | 530'000 | 530'000 | 530'000 | 374'848 | 380'148 | 98.18% | 98.18% |
06.03.2019 | 1.39% | 0.72 | 0.73 | 520'000 | 520'000 | 520'000 | 520'000 | 371'311 | 376'511 | 97.51% | 97.51% |
05.03.2019 | 1.48% | 0.75 | 0.76 | 540'000 | 540'000 | 540'000 | 540'000 | 362'488 | 367'888 | 94.95% | 94.95% |