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 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.03.2019 | 69.09% | 0.01 | 0.01 | 150'000 | 50'000 | 149'977 | 50'000 | 1'500 | 1'036 | 0.78% | 84.38% |
13.03.2019 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.03.2019 | 66.67% | 0.01 | 0.02 | 150'000 | 25'000 | 150'000 | 50'000 | 1'500 | 1'000 | 24.02% | 58.69% |
11.03.2019 | 66.74% | 0.01 | 0.02 | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 | 1'001 | 93.88% | 95.89% |
08.03.2019 | 66.67% | 0.01 | 0.01 | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 | 1'000 | 18.35% | 49.97% |
07.03.2019 | 36.18% | 0.02 | 0.03 | 150'000 | 50'000 | 149'890 | 49'972 | 3'536 | 1'680 | 94.47% | 95.06% |
06.03.2019 | 21.28% | 0.04 | 0.05 | 150'000 | 50'000 | 149'624 | 49'906 | 6'501 | 2'669 | 83.12% | 90.37% |
05.03.2019 | 15.34% | 0.06 | 0.07 | 150'000 | 50'000 | 150'000 | 50'000 | 9'046 | 3'516 | 98.72% | 98.72% |