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 | 57.50% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 1'723 | 2'987 | 80.56% | 80.56% |
14.03.2019 | 73.53% | 0.02 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 1'330 | 2'819 | 95.08% | 95.08% |
13.03.2019 | 56.91% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'996 | 3'568 | 91.65% | 91.65% |
12.03.2019 | 44.62% | 0.03 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 2'811 | 4'413 | 97.91% | 97.91% |
11.03.2019 | 40.30% | 0.03 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 2'962 | 4'445 | 99.00% | 99.00% |
08.03.2019 | 28.17% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 4'235 | 5'623 | 98.87% | 98.87% |
07.03.2019 | 25.73% | 0.07 | 0.09 | 90'000 | 90'000 | 90'000 | 90'000 | 7'039 | 9'117 | 98.13% | 98.13% |
06.03.2019 | 21.63% | 0.10 | 0.12 | 80'000 | 80'000 | 80'000 | 80'000 | 10'091 | 12'524 | 100.00% | 100.00% |
05.03.2019 | 20.62% | 0.13 | 0.16 | 90'000 | 90'000 | 90'000 | 90'000 | 10'049 | 12'356 | 100.00% | 100.00% |