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 | 40.34% | 0.01 | 0.02 | 500'000 | 300'000 | 499'526 | 300'000 | 28'770 | 23'285 | 98.09% | 99.79% |
14.03.2019 | 66.02% | 0.04 | 0.06 | 500'000 | 300'000 | 499'995 | 299'877 | 11'515 | 12'905 | 99.78% | 99.78% |
13.03.2019 | 50.31% | 0.02 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 15'344 | 15'206 | 99.98% | 99.98% |
12.03.2019 | 47.56% | 0.04 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 17'929 | 16'757 | 99.99% | 99.99% |
11.03.2019 | 38.06% | 0.07 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 22'552 | 19'531 | 99.66% | 99.66% |
08.03.2019 | 36.02% | 0.04 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 22'976 | 19'786 | 99.92% | 99.92% |
07.03.2019 | 25.93% | 0.06 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 34'107 | 26'464 | 99.96% | 99.96% |
06.03.2019 | 13.36% | 0.09 | 0.11 | 500'000 | 300'000 | 500'000 | 300'000 | 72'191 | 49'315 | 99.99% | 99.99% |
05.03.2019 | 9.62% | 0.18 | 0.20 | 500'000 | 300'000 | 500'000 | 300'000 | 100'142 | 66'085 | 100.00% | 100.00% |