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 | 12.72% | 0.08 | 0.09 | 190'000 | 190'000 | 190'000 | 190'000 | 14'070 | 15'970 | 100.00% | 100.00% |
14.03.2019 | 54.73% | 0.02 | 0.06 | 110'000 | 110'000 | 110'000 | 110'000 | 4'298 | 6'879 | 99.40% | 99.40% |
13.03.2019 | 8.42% | 0.13 | 0.14 | 120'000 | 120'000 | 120'000 | 120'000 | 14'031 | 15'231 | 100.00% | 100.00% |
12.03.2019 | 18.81% | 0.04 | 0.06 | 200'000 | 200'000 | 200'000 | 200'000 | 10'837 | 12'999 | 100.00% | 100.00% |
11.03.2019 | 109.17% | 0.02 | 0.06 | 200'000 | 200'000 | 200'000 | 200'000 | 3'380 | 11'400 | 100.00% | 100.00% |
08.03.2019 | 64.43% | 0.03 | 0.06 | 200'000 | 200'000 | 200'000 | 200'000 | 5'884 | 11'400 | 100.00% | 100.00% |
07.03.2019 | 24.69% | 0.03 | 0.06 | 170'000 | 170'000 | 170'000 | 170'000 | 8'011 | 10'171 | 100.00% | 100.00% |
06.03.2019 | 14.43% | 0.06 | 0.07 | 130'000 | 130'000 | 130'000 | 130'000 | 8'410 | 9'710 | 100.00% | 100.00% |
05.03.2019 | 9.99% | 0.09 | 0.10 | 140'000 | 140'000 | 140'000 | 140'000 | 13'390 | 14'790 | 100.00% | 100.00% |