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 | 15.38% | 0.06 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 6'000 | 7'000 | 2.42% | 94.66% |
11.01.2019 | 13.12% | 0.07 | 0.08 | 200'000 | 200'000 | 121'434 | 121'434 | 8'636 | 9'851 | 100.00% | 100.00% |
10.01.2019 | 15.38% | 0.06 | 0.07 | 200'000 | 200'000 | 122'639 | 122'639 | 7'358 | 8'585 | 92.64% | 92.67% |
09.01.2019 | - | 0.07 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.01.2019 | 20.89% | 0.07 | 0.08 | 100'000 | 100'000 | 147'860 | 40'775 | 11'537 | 3'663 | 99.52% | 99.52% |
07.01.2019 | 22.97% | 0.08 | 0.09 | 100'000 | 100'000 | 41'071 | 41'071 | 2'947 | 3'554 | 100.00% | 100.00% |
04.01.2019 | 30.11% | 0.06 | 0.07 | 100'000 | 100'000 | 41'124 | 41'124 | 2'267 | 2'884 | 99.55% | 99.55% |
03.01.2019 | 22.09% | 0.06 | 0.07 | 100'000 | 100'000 | 39'403 | 39'403 | 2'346 | 2'861 | 96.95% | 96.95% |
28.12.2018 | 15.80% | 0.07 | 0.08 | 500'000 | 100'000 | 406'509 | 36'901 | 31'957 | 3'197 | 90.26% | 90.26% |