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 | 4.18% | 0.49 | 0.51 | 600'000 | 200'000 | 600'000 | 200'000 | 281'562 | 97'854 | 99.99% | 99.99% |
14.03.2019 | 4.36% | 0.45 | 0.47 | 600'000 | 200'000 | 600'000 | 200'000 | 269'547 | 93'849 | 99.88% | 99.88% |
13.03.2019 | 4.45% | 0.44 | 0.46 | 600'000 | 200'000 | 600'000 | 200'000 | 264'086 | 92'029 | 99.97% | 99.97% |
12.03.2019 | 4.45% | 0.43 | 0.45 | 600'000 | 200'000 | 600'000 | 200'000 | 264'601 | 92'201 | 99.16% | 99.16% |
11.03.2019 | 4.57% | 0.46 | 0.48 | 600'000 | 200'000 | 600'000 | 200'000 | 257'252 | 89'751 | 99.10% | 99.10% |
08.03.2019 | 4.94% | 0.39 | 0.41 | 600'000 | 200'000 | 600'000 | 200'000 | 237'608 | 83'203 | 99.98% | 99.98% |
07.03.2019 | 3.78% | 0.50 | 0.52 | 600'000 | 200'000 | 600'000 | 200'000 | 311'870 | 107'957 | 99.87% | 99.87% |
06.03.2019 | 3.37% | 0.58 | 0.60 | 600'000 | 200'000 | 600'000 | 200'000 | 350'014 | 120'671 | 99.91% | 99.91% |
05.03.2019 | 3.50% | 0.58 | 0.60 | 600'000 | 200'000 | 600'000 | 200'000 | 337'419 | 116'473 | 100.00% | 100.00% |