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 | - | - |
20.09.2018 | - | - | 0.01 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.09.2018 | 33.08% | 0.02 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'409 | 20'000 | 7.51% | 99.52% |
18.09.2018 | 20.51% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'590 | 1'000'000 | 22'427 | 27'435 | 95.95% | 95.95% |
17.09.2018 | 16.34% | 0.03 | 0.03 | 1'000'000 | 1'000'000 | 999'774 | 999'747 | 29'404 | 34'457 | 99.74% | 99.74% |
14.09.2018 | 15.68% | 0.03 | 0.04 | 980'000 | 1'000'000 | 999'984 | 1'000'000 | 29'745 | 34'746 | 100.00% | 100.00% |
13.09.2018 | 12.33% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'803 | 999'963 | 39'668 | 44'820 | 95.22% | 95.22% |
12.09.2018 | 8.88% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'887 | 999'722 | 54'261 | 59'251 | 99.86% | 99.86% |
11.09.2018 | 6.19% | 0.09 | 0.09 | 1'000'000 | 1'000'000 | 999'753 | 1'000'000 | 79'588 | 84'607 | 100.00% | 100.00% |
10.09.2018 | 6.69% | 0.08 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 999'732 | 84'458 | 90'369 | 100.00% | 100.00% |