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 | 0.01 | 600'000 | 200'000 | 537'695 | 179'232 | 5'377 | 3'585 | 90.68% | 100.00% |
14.03.2019 | 45.30% | 0.02 | 0.03 | 300'000 | 100'000 | 368'535 | 122'845 | 6'494 | 3'393 | 99.90% | 99.90% |
13.03.2019 | 38.09% | 0.03 | 0.04 | 225'000 | 75'000 | 252'142 | 84'047 | 5'400 | 2'641 | 99.99% | 99.99% |
12.03.2019 | 39.78% | 0.02 | 0.03 | 300'000 | 100'000 | 329'652 | 109'884 | 6'694 | 3'330 | 100.00% | 100.00% |
11.03.2019 | 87.24% | 0.02 | 0.03 | 450'000 | 150'000 | 851'630 | 449'912 | 5'731 | 7'126 | 100.00% | 100.00% |
08.03.2019 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 836'347 | 300'030 | 8'363 | 6'001 | 94.20% | 99.86% |
07.03.2019 | 64.38% | 0.01 | 0.02 | 600'000 | 200'000 | 683'011 | 227'670 | 7'344 | 4'725 | 88.89% | 88.89% |
06.03.2019 | 39.35% | 0.02 | 0.03 | 450'000 | 150'000 | 454'301 | 151'434 | 9'344 | 4'629 | 100.00% | 100.00% |
05.03.2019 | 29.39% | 0.02 | 0.03 | 450'000 | 150'000 | 450'000 | 150'000 | 13'178 | 5'893 | 100.00% | 100.00% |