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 | 15.28% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'952 | 1'000'000 | 67'248 | 77'252 | 95.74% | 95.74% |
14.03.2019 | 12.54% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'981 | 999'996 | 81'116 | 91'118 | 96.97% | 96.97% |
13.03.2019 | 20.73% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 46'327 | 56'327 | 100.00% | 100.00% |
12.03.2019 | 12.09% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'983 | 999'980 | 81'730 | 91'730 | 99.18% | 99.18% |
11.03.2019 | 15.88% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 999'983 | 59'709 | 69'708 | 100.00% | 100.00% |
08.03.2019 | 16.14% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 57'492 | 67'492 | 92.96% | 92.96% |
07.03.2019 | 7.54% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'596 | 999'920 | 133'550 | 143'571 | 94.40% | 94.40% |
06.03.2019 | 5.01% | 0.19 | 0.20 | 940'000 | 940'000 | 940'000 | 940'000 | 184'176 | 193'576 | 99.04% | 99.04% |
05.03.2019 | 4.60% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 214'582 | 224'582 | 97.21% | 97.21% |