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 | 22.22% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 4'000 | 5'000 | 2.40% | 94.67% |
11.01.2019 | 19.79% | 0.04 | 0.05 | 200'000 | 200'000 | 121'434 | 121'434 | 5'481 | 6'695 | 100.00% | 100.00% |
10.01.2019 | 28.29% | 0.03 | 0.04 | 200'000 | 200'000 | 122'638 | 122'638 | 3'725 | 4'952 | 92.64% | 92.68% |
09.01.2019 | - | 0.04 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.01.2019 | 31.37% | 0.04 | 0.05 | 100'000 | 100'000 | 40'789 | 40'789 | 1'854 | 2'459 | 99.52% | 99.52% |
07.01.2019 | 30.72% | 0.06 | 0.07 | 100'000 | 100'000 | 41'071 | 41'071 | 2'217 | 2'824 | 100.00% | 100.00% |
04.01.2019 | 36.82% | 0.04 | 0.05 | 100'000 | 100'000 | 41'120 | 41'120 | 1'667 | 2'283 | 99.55% | 99.55% |
03.01.2019 | 37.04% | 0.04 | 0.05 | 100'000 | 100'000 | 39'998 | 39'998 | 1'610 | 2'210 | 97.91% | 97.91% |
28.12.2018 | 25.01% | 0.05 | 0.06 | 500'000 | 100'000 | 370'188 | 38'756 | 18'668 | 2'378 | 94.31% | 94.31% |