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 | 37.05% | 0.01 | 0.02 | 300'000 | 100'000 | 278'067 | 92'689 | 6'314 | 3'031 | 100.00% | 100.00% |
14.03.2019 | 33.30% | 0.02 | 0.03 | 450'000 | 150'000 | 359'361 | 119'787 | 9'025 | 4'206 | 99.90% | 99.90% |
13.03.2019 | 20.92% | 0.04 | 0.05 | 300'000 | 100'000 | 282'983 | 94'328 | 12'144 | 4'991 | 100.00% | 100.00% |
12.03.2019 | 16.45% | 0.06 | 0.07 | 225'000 | 75'000 | 252'857 | 84'286 | 14'172 | 5'567 | 100.00% | 100.00% |
11.03.2019 | 8.00% | 0.07 | 0.08 | 225'000 | 75'000 | 225'000 | 75'000 | 29'327 | 10'526 | 100.00% | 100.00% |
08.03.2019 | 6.95% | 0.17 | 0.18 | 225'000 | 75'000 | 225'000 | 75'000 | 31'460 | 11'237 | 99.86% | 99.86% |
07.03.2019 | 8.32% | 0.12 | 0.13 | 225'000 | 75'000 | 225'000 | 75'000 | 25'963 | 9'404 | 88.83% | 88.83% |
06.03.2019 | 9.71% | 0.10 | 0.11 | 225'000 | 75'000 | 225'171 | 75'057 | 22'115 | 8'122 | 100.00% | 100.00% |
05.03.2019 | 10.26% | 0.11 | 0.12 | 225'000 | 75'000 | 225'012 | 75'004 | 20'856 | 7'702 | 100.00% | 100.00% |