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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.05.2019 | 16.98% | 0.01 | 0.03 | 530'000 | 530'000 | 530'000 | 529'190 | 66'099 | 72'241 | 80.72% | 93.05% |
15.05.2019 | 2.28% | 0.34 | 0.35 | 520'000 | 520'000 | 520'000 | 520'000 | 227'920 | 233'120 | 97.94% | 97.94% |
14.05.2019 | 2.22% | 0.44 | 0.45 | 530'000 | 530'000 | 529'999 | 530'000 | 236'493 | 241'794 | 96.39% | 96.39% |
13.05.2019 | 2.23% | 0.50 | 0.51 | 660'000 | 660'000 | 660'000 | 660'000 | 297'782 | 304'382 | 97.30% | 97.30% |
10.05.2019 | 3.79% | 0.32 | 0.33 | 650'000 | 650'000 | 650'000 | 650'000 | 170'471 | 176'971 | 99.48% | 99.48% |
09.05.2019 | 3.74% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 272'243 | 282'243 | 86.33% | 86.33% |
08.05.2019 | 4.93% | 0.17 | 0.18 | 910'000 | 910'000 | 909'143 | 909'928 | 181'067 | 190'361 | 91.60% | 91.60% |
07.05.2019 | 7.30% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'776 | 999'977 | 138'605 | 148'645 | 97.63% | 97.63% |