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 | 0.60% | 1.69 | 1.70 | 150'000 | 150'000 | 150'000 | 150'000 | 248'604 | 250'104 | 99.96% | 99.96% |
14.03.2019 | 0.62% | 1.64 | 1.65 | 150'000 | 150'000 | 149'915 | 149'907 | 242'450 | 243'937 | 100.00% | 100.00% |
13.03.2019 | 0.64% | 1.57 | 1.58 | 150'000 | 150'000 | 150'000 | 150'000 | 232'584 | 234'084 | 99.99% | 99.99% |
12.03.2019 | 0.65% | 1.54 | 1.55 | 150'000 | 150'000 | 150'007 | 150'000 | 231'061 | 232'550 | 99.22% | 99.22% |
11.03.2019 | 0.69% | 1.52 | 1.53 | 150'000 | 150'000 | 150'011 | 150'009 | 217'929 | 219'426 | 98.90% | 99.13% |
08.03.2019 | 0.73% | 1.37 | 1.38 | 150'000 | 150'000 | 150'000 | 150'000 | 204'390 | 205'890 | 100.00% | 100.00% |
07.03.2019 | 0.67% | 1.43 | 1.44 | 150'000 | 150'000 | 150'004 | 150'000 | 222'541 | 224'035 | 99.99% | 99.99% |
06.03.2019 | 0.68% | 1.49 | 1.50 | 150'000 | 150'000 | 149'808 | 149'793 | 220'752 | 222'228 | 99.74% | 99.95% |
05.03.2019 | 0.64% | 1.54 | 1.55 | 150'000 | 150'000 | 150'000 | 150'000 | 233'538 | 235'038 | 100.00% | 100.00% |