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 | 18.18% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 5'000 | 6'000 | 2.42% | 94.66% |
11.01.2019 | 15.38% | 0.06 | 0.07 | 200'000 | 200'000 | 121'436 | 121'436 | 7'286 | 8'501 | 100.00% | 100.00% |
10.01.2019 | 18.18% | 0.05 | 0.06 | 200'000 | 200'000 | 122'576 | 122'576 | 6'129 | 7'355 | 92.56% | 92.60% |
09.01.2019 | - | 0.05 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.01.2019 | 25.96% | 0.05 | 0.06 | 100'000 | 100'000 | 40'787 | 40'787 | 2'400 | 3'005 | 99.52% | 99.52% |
07.01.2019 | 26.62% | 0.06 | 0.07 | 100'000 | 100'000 | 41'071 | 41'071 | 2'419 | 3'026 | 100.00% | 100.00% |
04.01.2019 | 36.02% | 0.05 | 0.06 | 100'000 | 100'000 | 41'135 | 41'135 | 1'856 | 2'473 | 99.47% | 99.47% |
03.01.2019 | 25.98% | 0.05 | 0.06 | 100'000 | 100'000 | 40'853 | 40'853 | 2'025 | 2'555 | 99.33% | 99.33% |
28.12.2018 | 20.54% | 0.05 | 0.06 | 100'000 | 100'000 | 136'946 | 36'496 | 8'024 | 2'429 | 91.52% | 91.52% |