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 | 6.06% | 0.15 | 0.17 | 340'000 | 100'000 | 320'000 | 100'000 | 51'200 | 17'000 | 2.42% | 94.67% |
11.01.2019 | 5.43% | 0.17 | 0.18 | 300'000 | 200'000 | 283'298 | 121'426 | 50'768 | 22'823 | 100.00% | 100.00% |
10.01.2019 | 6.11% | 0.17 | 0.18 | 300'000 | 200'000 | 322'406 | 122'639 | 51'154 | 20'777 | 92.64% | 92.67% |
09.01.2019 | - | 0.18 | - | 280'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.01.2019 | 9.09% | 0.17 | 0.18 | 300'000 | 100'000 | 271'606 | 40'788 | 50'827 | 8'218 | 99.52% | 99.52% |
07.01.2019 | 10.69% | 0.18 | 0.19 | 280'000 | 100'000 | 321'302 | 41'070 | 51'056 | 7'347 | 100.00% | 100.00% |
04.01.2019 | 13.01% | 0.16 | 0.17 | 320'000 | 100'000 | 376'576 | 41'131 | 49'797 | 6'329 | 99.50% | 99.50% |
03.01.2019 | 12.72% | 0.12 | 0.13 | 420'000 | 100'000 | 415'404 | 39'219 | 50'483 | 5'324 | 96.69% | 96.69% |
28.12.2018 | 7.19% | 0.18 | 0.19 | 280'000 | 100'000 | 204'243 | 33'524 | 39'716 | 6'721 | 76.42% | 76.42% |