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 | 25.32% | 0.04 | 0.04 | 1'000'000 | 1'000'000 | 998'936 | 998'584 | 23'178 | 29'208 | 97.44% | 100.00% |
19.09.2018 | 26.27% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'862 | 998'709 | 17'408 | 22'478 | 81.61% | 99.52% |
18.09.2018 | 25.51% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'772 | 18'035 | 23'127 | 94.85% | 99.11% |
17.09.2018 | 19.81% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'661 | 999'374 | 25'732 | 30'723 | 99.40% | 100.00% |
14.09.2018 | 8.23% | 0.06 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'986 | 63'986 | 100.00% | 100.00% |
13.09.2018 | 7.67% | 0.09 | 0.09 | 1'000'000 | 1'000'000 | 999'147 | 999'987 | 94'609 | 102'360 | 98.55% | 98.55% |
12.09.2018 | 6.35% | 0.09 | 0.10 | 950'000 | 1'000'000 | 999'015 | 999'743 | 80'580 | 85'955 | 99.88% | 99.88% |
11.09.2018 | 7.30% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'854 | 999'788 | 67'712 | 72'710 | 100.00% | 100.00% |
10.09.2018 | 6.80% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 997'593 | 999'646 | 73'025 | 78'149 | 100.00% | 100.00% |