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 | 11.76% | 0.08 | 0.09 | 100'000 | 100'000 | 500'000 | 100'000 | 40'000 | 9'000 | 2.42% | 94.66% |
11.01.2019 | 9.84% | 0.09 | 0.10 | 500'000 | 200'000 | 500'000 | 121'427 | 48'419 | 12'847 | 99.99% | 99.99% |
10.01.2019 | 11.76% | 0.08 | 0.09 | 500'000 | 200'000 | 500'000 | 122'576 | 40'000 | 11'032 | 92.56% | 92.60% |
09.01.2019 | - | 0.09 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.01.2019 | 16.29% | 0.09 | 0.10 | 500'000 | 100'000 | 495'088 | 40'779 | 49'622 | 4'655 | 99.52% | 99.52% |
07.01.2019 | 18.21% | 0.10 | 0.11 | 500'000 | 100'000 | 500'000 | 41'071 | 44'909 | 4'422 | 100.00% | 100.00% |
04.01.2019 | 22.70% | 0.08 | 0.09 | 500'000 | 100'000 | 192'235 | 41'124 | 14'393 | 3'677 | 99.54% | 99.54% |
03.01.2019 | 21.23% | 0.07 | 0.08 | 100'000 | 100'000 | 310'006 | 40'833 | 22'665 | 3'544 | 99.32% | 99.32% |
28.12.2018 | 12.76% | 0.10 | 0.11 | 500'000 | 100'000 | 376'023 | 35'942 | 40'693 | 4'179 | 87.69% | 87.69% |