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 | 8.70% | 0.11 | 0.12 | 460'000 | 100'000 | 460'000 | 100'000 | 50'600 | 12'000 | 2.42% | 94.66% |
11.01.2019 | 7.13% | 0.13 | 0.14 | 390'000 | 200'000 | 373'651 | 121'426 | 50'536 | 17'545 | 100.00% | 100.00% |
10.01.2019 | 8.31% | 0.12 | 0.13 | 420'000 | 200'000 | 437'986 | 122'639 | 50'490 | 15'435 | 92.64% | 92.67% |
09.01.2019 | - | 0.13 | - | 390'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.01.2019 | 11.95% | 0.13 | 0.14 | 390'000 | 100'000 | 360'766 | 40'779 | 50'522 | 6'286 | 99.52% | 99.52% |
07.01.2019 | 13.85% | 0.14 | 0.15 | 360'000 | 100'000 | 418'154 | 41'070 | 50'471 | 5'766 | 100.00% | 100.00% |
04.01.2019 | 17.76% | 0.11 | 0.12 | 460'000 | 100'000 | 484'631 | 41'101 | 46'007 | 4'716 | 99.54% | 99.54% |
03.01.2019 | 15.46% | 0.10 | 0.11 | 500'000 | 100'000 | 498'596 | 39'183 | 48'033 | 4'335 | 96.62% | 96.62% |
28.12.2018 | 9.52% | 0.14 | 0.15 | 360'000 | 100'000 | 275'405 | 35'722 | 40'838 | 5'555 | 84.04% | 84.04% |