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 | 4.28% | 0.46 | 0.48 | 100'000 | 100'000 | 100'000 | 100'000 | 45'786 | 47'786 | 100.00% | 100.00% |
14.03.2019 | 4.38% | 0.47 | 0.49 | 110'000 | 110'000 | 110'000 | 110'000 | 49'155 | 51'355 | 99.24% | 99.24% |
13.03.2019 | 2.87% | 0.36 | 0.37 | 110'000 | 110'000 | 110'000 | 110'000 | 37'834 | 38'934 | 100.00% | 100.00% |
12.03.2019 | 3.02% | 0.34 | 0.35 | 110'000 | 110'000 | 110'000 | 110'000 | 35'918 | 37'018 | 99.93% | 99.93% |
11.03.2019 | 2.58% | 0.42 | 0.43 | 110'000 | 110'000 | 110'000 | 110'000 | 42'166 | 43'266 | 100.00% | 100.00% |
08.03.2019 | 2.82% | 0.36 | 0.37 | 110'000 | 110'000 | 110'000 | 110'000 | 38'493 | 39'593 | 98.83% | 98.83% |
07.03.2019 | 2.56% | 0.38 | 0.39 | 110'000 | 110'000 | 110'000 | 110'000 | 42'382 | 43'482 | 98.21% | 98.21% |
06.03.2019 | 2.62% | 0.37 | 0.38 | 110'000 | 110'000 | 110'000 | 110'000 | 41'500 | 42'600 | 99.23% | 99.23% |
05.03.2019 | 2.71% | 0.37 | 0.38 | 110'000 | 110'000 | 110'000 | 110'000 | 40'011 | 41'111 | 100.00% | 100.00% |