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 | 42.85% | 0.05 | 0.08 | 500'000 | 50'000 | 223'419 | 50'000 | 9'842 | 3'150 | 100.00% | 100.00% |
14.03.2019 | 41.86% | 0.03 | 0.05 | 150'000 | 50'000 | 150'000 | 50'000 | 4'993 | 2'536 | 100.00% | 100.00% |
13.03.2019 | 40.98% | 0.03 | 0.05 | 150'000 | 50'000 | 150'000 | 50'000 | 4'947 | 2'471 | 99.57% | 99.57% |
12.03.2019 | 38.23% | 0.03 | 0.05 | 150'000 | 50'000 | 150'000 | 50'000 | 5'617 | 2'724 | 100.00% | 100.00% |
11.03.2019 | 43.53% | 0.04 | 0.06 | 150'000 | 50'000 | 150'000 | 50'000 | 4'900 | 2'516 | 99.92% | 99.92% |
08.03.2019 | 54.77% | 0.02 | 0.04 | 150'000 | 50'000 | 150'000 | 50'000 | 3'631 | 2'086 | 99.98% | 99.98% |
07.03.2019 | 19.32% | 0.07 | 0.08 | 150'000 | 50'000 | 150'000 | 50'000 | 12'067 | 4'891 | 100.00% | 100.00% |
06.03.2019 | 20.08% | 0.11 | 0.14 | 150'000 | 50'000 | 150'000 | 50'000 | 17'398 | 7'093 | 100.00% | 100.00% |
05.03.2019 | 21.60% | 0.12 | 0.14 | 150'000 | 50'000 | 150'000 | 50'000 | 15'724 | 6'511 | 99.26% | 99.26% |