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 | 5.58% | 0.18 | 0.19 | 150'000 | 150'000 | 150'000 | 150'000 | 26'124 | 27'624 | 100.00% | 100.00% |
14.03.2019 | 4.18% | 0.24 | 0.25 | 310'000 | 310'000 | 211'620 | 211'620 | 49'495 | 51'611 | 95.20% | 95.20% |
13.03.2019 | 3.50% | 0.30 | 0.31 | 310'000 | 310'000 | 210'802 | 210'802 | 59'897 | 62'005 | 98.96% | 98.96% |
12.03.2019 | 3.48% | 0.28 | 0.29 | 310'000 | 310'000 | 210'644 | 210'644 | 59'363 | 61'469 | 98.79% | 98.79% |
11.03.2019 | 3.47% | 0.29 | 0.30 | 160'000 | 160'000 | 106'824 | 106'824 | 30'725 | 31'794 | 98.40% | 98.40% |
08.03.2019 | 5.43% | 0.20 | 0.21 | 330'000 | 330'000 | 203'962 | 203'962 | 37'164 | 39'203 | 98.48% | 98.48% |
07.03.2019 | 3.83% | 0.23 | 0.24 | 320'000 | 320'000 | 194'171 | 194'171 | 49'095 | 51'036 | 98.59% | 98.59% |
06.03.2019 | 3.61% | 0.28 | 0.29 | 320'000 | 320'000 | 195'378 | 195'378 | 53'634 | 55'587 | 95.13% | 95.13% |
05.03.2019 | 5.21% | 0.23 | 0.24 | 350'000 | 350'000 | 216'111 | 216'111 | 41'280 | 43'442 | 99.02% | 99.02% |