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 | 15.62% | 0.12 | 0.13 | 225'000 | 75'000 | 225'000 | 75'000 | 13'858 | 5'369 | 99.91% | 99.91% |
14.03.2019 | 11.71% | 0.09 | 0.10 | 225'000 | 75'000 | 230'082 | 76'694 | 18'810 | 7'037 | 99.85% | 99.85% |
13.03.2019 | 23.87% | 0.05 | 0.06 | 300'000 | 100'000 | 451'070 | 150'357 | 16'959 | 7'157 | 100.00% | 100.00% |
12.03.2019 | 60.00% | 0.01 | 0.02 | 900'000 | 300'000 | 926'554 | 352'860 | 11'307 | 7'738 | 99.97% | 99.97% |
11.03.2019 | 52.19% | 0.02 | 0.03 | 750'000 | 250'000 | 929'807 | 364'634 | 14'044 | 8'933 | 100.00% | 100.00% |
08.03.2019 | 44.90% | 0.02 | 0.03 | 1'000'000 | 400'000 | 901'779 | 343'100 | 17'084 | 9'720 | 99.84% | 99.84% |
07.03.2019 | 11.81% | 0.04 | 0.05 | 600'000 | 200'000 | 378'120 | 126'040 | 32'643 | 12'142 | 99.91% | 99.91% |
06.03.2019 | 8.50% | 0.13 | 0.14 | 300'000 | 100'000 | 327'596 | 109'199 | 37'137 | 13'471 | 99.99% | 99.99% |
05.03.2019 | 10.89% | 0.09 | 0.10 | 450'000 | 150'000 | 439'322 | 146'441 | 38'307 | 14'233 | 99.99% | 99.99% |