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 | - | - |
17.05.2019 | 3.23% | 0.31 | 0.32 | 520'000 | 520'000 | 520'000 | 520'000 | 159'847 | 165'047 | 97.38% | 97.38% |
16.05.2019 | 5.60% | 0.45 | 0.46 | 1'000'000 | 1'000'000 | 999'955 | 1'000'000 | 227'657 | 237'675 | 90.23% | 90.23% |
15.05.2019 | 20.98% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 999'976 | 52'037 | 62'034 | 96.37% | 96.37% |
14.05.2019 | 13.38% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'985 | 1'000'000 | 70'407 | 80'408 | 92.82% | 92.82% |
13.05.2019 | 8.55% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 999'834 | 119'048 | 129'034 | 97.17% | 97.17% |
10.05.2019 | 3.38% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 293'217 | 303'217 | 99.24% | 99.24% |
09.05.2019 | 3.09% | 0.26 | 0.27 | 800'000 | 800'000 | 800'000 | 800'000 | 258'855 | 266'855 | 98.68% | 98.68% |
08.05.2019 | 2.57% | 0.48 | 0.49 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 388'597 | 398'597 | 95.51% | 95.51% |
07.05.2019 | 2.05% | 0.33 | 0.34 | 700'000 | 700'000 | 700'000 | 700'000 | 347'035 | 354'035 | 97.18% | 97.18% |