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 | 2.42% | 94.67% |
11.01.2019 | 22.22% | 0.04 | 0.05 | 200'000 | 200'000 | 121'436 | 121'436 | 4'857 | 6'072 | 100.00% | 100.00% |
10.01.2019 | 28.57% | 0.03 | 0.04 | 200'000 | 200'000 | 122'575 | 122'575 | 3'677 | 4'903 | 92.56% | 92.60% |
09.01.2019 | - | 0.03 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.01.2019 | 39.94% | 0.03 | 0.04 | 100'000 | 100'000 | 40'789 | 40'789 | 1'398 | 2'003 | 99.52% | 99.52% |
07.01.2019 | 37.14% | 0.05 | 0.06 | 100'000 | 100'000 | 41'071 | 41'071 | 1'812 | 2'419 | 100.00% | 100.00% |
04.01.2019 | 44.93% | 0.04 | 0.05 | 100'000 | 100'000 | 41'131 | 41'131 | 1'444 | 2'061 | 99.50% | 99.50% |
03.01.2019 | 45.29% | 0.04 | 0.05 | 100'000 | 100'000 | 40'852 | 40'852 | 1'420 | 2'025 | 99.32% | 99.32% |
28.12.2018 | 66.00% | 0.03 | 0.04 | 100'000 | 100'000 | 39'491 | 39'491 | 765 | 1'341 | 49.11% | 49.11% |