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 | 30.77% | 0.04 | 0.05 | 400'000 | 400'000 | 399'888 | 400'000 | 11'450 | 15'455 | 99.79% | 99.79% |
14.03.2019 | 68.98% | 0.01 | 0.02 | 230'000 | 230'000 | 230'000 | 230'000 | 3'480 | 6'146 | 87.95% | 87.95% |
13.03.2019 | 9.72% | 0.11 | 0.12 | 400'000 | 400'000 | 399'994 | 399'999 | 39'522 | 43'523 | 99.88% | 99.88% |
12.03.2019 | 25.63% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 13'687 | 17'687 | 100.00% | 100.00% |
11.03.2019 | 23.27% | 0.03 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 15'597 | 19'597 | 100.00% | 100.00% |
08.03.2019 | 15.56% | 0.07 | 0.08 | 400'000 | 400'000 | 399'999 | 400'000 | 23'894 | 27'894 | 100.00% | 100.00% |
07.03.2019 | 25.59% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 13'729 | 17'729 | 99.60% | 99.60% |
06.03.2019 | 23.48% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 15'132 | 19'132 | 100.00% | 100.00% |
05.03.2019 | 22.55% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 15'820 | 19'820 | 100.00% | 100.00% |