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 | - | - |
14.01.2019 | 18.18% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 5'000 | 6'000 | 2.41% | 94.66% |
11.01.2019 | 15.11% | 0.06 | 0.07 | 500'000 | 200'000 | 499'755 | 121'426 | 30'657 | 8'634 | 100.00% | 100.00% |
10.01.2019 | 18.20% | 0.05 | 0.06 | 500'000 | 200'000 | 419'859 | 122'638 | 20'987 | 7'353 | 92.64% | 92.67% |
09.01.2019 | - | 0.06 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.01.2019 | 23.44% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 40'777 | 33'369 | 3'203 | 99.52% | 99.52% |
07.01.2019 | 25.55% | 0.07 | 0.08 | 500'000 | 100'000 | 107'144 | 41'069 | 7'418 | 3'331 | 100.00% | 100.00% |
04.01.2019 | 31.37% | 0.06 | 0.07 | 100'000 | 100'000 | 41'181 | 41'181 | 2'110 | 2'726 | 99.19% | 99.19% |
03.01.2019 | 30.45% | 0.05 | 0.06 | 100'000 | 100'000 | 40'710 | 40'710 | 2'063 | 2'667 | 99.10% | 99.10% |
28.12.2018 | 17.44% | 0.08 | 0.09 | 500'000 | 100'000 | 403'824 | 35'885 | 31'861 | 3'129 | 87.71% | 87.71% |