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 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.77% |
14.03.2019 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.78% |
13.03.2019 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.03.2019 | 65.73% | 0.01 | 0.02 | 600'000 | 200'000 | 600'000 | 200'000 | 6'210 | 4'070 | 62.64% | 100.00% |
11.03.2019 | 66.67% | 0.01 | 0.02 | 600'000 | 200'000 | 600'000 | 200'000 | 6'000 | 4'000 | 81.43% | 99.67% |
08.03.2019 | 66.67% | 0.01 | 0.02 | 600'000 | 200'000 | 600'000 | 200'000 | 6'000 | 4'000 | 99.57% | 100.00% |
07.03.2019 | 52.97% | 0.02 | 0.03 | 600'000 | 200'000 | 600'000 | 200'000 | 9'082 | 5'027 | 100.00% | 100.00% |
06.03.2019 | 41.73% | 0.02 | 0.03 | 600'000 | 200'000 | 600'000 | 200'000 | 11'626 | 5'875 | 100.00% | 100.00% |
05.03.2019 | 35.30% | 0.02 | 0.03 | 600'000 | 200'000 | 600'000 | 200'000 | 14'609 | 6'870 | 100.00% | 100.00% |