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 | 20.85% | 0.06 | 0.07 | 270'000 | 270'000 | 270'000 | 270'000 | 11'751 | 14'451 | 100.00% | 100.00% |
14.03.2019 | 34.74% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 9'819 | 13'819 | 99.29% | 99.29% |
13.03.2019 | 49.78% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 6'088 | 10'088 | 100.00% | 100.00% |
12.03.2019 | 49.98% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 6'004 | 10'004 | 100.00% | 100.00% |
11.03.2019 | 47.61% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 6'510 | 10'510 | 100.00% | 100.00% |
08.03.2019 | 57.96% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 5'100 | 9'100 | 98.73% | 98.73% |
07.03.2019 | 47.61% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 6'600 | 10'600 | 97.24% | 97.24% |
06.03.2019 | 86.34% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 3'288 | 8'038 | 98.36% | 98.36% |
05.03.2019 | 110.79% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'345 | 8'000 | 53.73% | 100.00% |