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 | - | - |
26.06.2018 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
25.06.2018 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
22.06.2018 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 8.06% | 100.00% |
21.06.2018 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.06.2018 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 27.35% | 100.00% |
19.06.2018 | 59.02% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'295 | 22'295 | 94.16% | 100.00% |
18.06.2018 | 37.64% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'907 | 31'907 | 100.00% | 100.00% |
15.06.2018 | 13.51% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 79'246 | 89'246 | 100.00% | 100.00% |
14.06.2018 | 10.48% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 91'179 | 101'179 | 99.95% | 99.95% |