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 | 32.34% | 0.03 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 5'403 | 7'403 | 98.90% | 98.90% |
14.03.2019 | 16.67% | 0.03 | 0.04 | 130'000 | 130'000 | 130'000 | 130'000 | 9'089 | 10'389 | 99.49% | 99.49% |
13.03.2019 | 10.24% | 0.09 | 0.10 | 150'000 | 150'000 | 150'000 | 150'000 | 14'035 | 15'535 | 100.00% | 100.00% |
12.03.2019 | 10.32% | 0.11 | 0.12 | 190'000 | 190'000 | 190'000 | 190'000 | 17'829 | 19'729 | 99.97% | 99.97% |
11.03.2019 | 17.30% | 0.07 | 0.08 | 200'000 | 200'000 | 200'000 | 200'000 | 10'723 | 12'723 | 100.00% | 100.00% |
08.03.2019 | 14.22% | 0.07 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 9'879 | 11'379 | 99.83% | 99.83% |
07.03.2019 | 5.92% | 0.13 | 0.14 | 120'000 | 120'000 | 120'000 | 120'000 | 19'940 | 21'140 | 99.21% | 99.21% |
06.03.2019 | 3.84% | 0.26 | 0.27 | 120'000 | 120'000 | 120'000 | 120'000 | 30'742 | 31'942 | 100.00% | 100.00% |
05.03.2019 | 3.44% | 0.28 | 0.29 | 120'000 | 120'000 | 120'000 | 120'000 | 34'356 | 35'556 | 100.00% | 100.00% |