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 | 1.17% | 0.84 | 0.86 | 100'000 | 100'000 | 100'000 | 100'000 | 85'099 | 86'099 | 2.41% | 94.66% |
11.01.2019 | 1.05% | 0.92 | 0.93 | 200'000 | 200'000 | 121'439 | 121'439 | 114'694 | 115'908 | 99.99% | 99.99% |
10.01.2019 | 1.14% | 0.94 | 0.95 | 200'000 | 200'000 | 122'637 | 122'637 | 107'247 | 108'473 | 92.63% | 92.67% |
09.01.2019 | - | 0.94 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.01.2019 | 1.98% | 0.86 | 0.87 | 100'000 | 100'000 | 68'419 | 40'785 | 61'322 | 37'125 | 99.52% | 99.52% |
07.01.2019 | 2.28% | 0.84 | 0.85 | 100'000 | 100'000 | 76'428 | 41'071 | 59'540 | 32'991 | 100.00% | 100.00% |
04.01.2019 | 2.87% | 0.75 | 0.76 | 100'000 | 100'000 | 88'499 | 41'137 | 56'348 | 27'742 | 99.49% | 99.49% |
03.01.2019 | 2.71% | 0.59 | 0.60 | 100'000 | 100'000 | 89'968 | 38'698 | 53'944 | 23'499 | 95.75% | 95.75% |
28.12.2018 | 1.87% | 0.75 | 0.76 | 100'000 | 100'000 | 59'826 | 28'491 | 47'590 | 22'781 | 72.29% | 72.29% |