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 | - | - |
15.03.2019 | 53.36% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'728 | 250'000 | 15'828 | 6'458 | 100.00% | 100.00% |
14.03.2019 | 38.68% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'037 | 8'259 | 100.00% | 100.00% |
13.03.2019 | 52.90% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'241 | 6'560 | 99.37% | 100.00% |
12.03.2019 | 66.16% | 0.01 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'188 | 5'047 | 42.01% | 99.23% |
11.03.2019 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 99.14% |
08.03.2019 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
07.03.2019 | 66.67% | 0.01 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 46.61% | 100.00% |
06.03.2019 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 74.85% | 100.00% |
05.03.2019 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 22.27% | 100.00% |