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 | - | - |
15.06.2018 | 36.31% | 0.06 | 0.08 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 45'665 | 26'266 | 87.35% | 87.35% |
14.06.2018 | 29.95% | 0.05 | 0.06 | 1'000'000 | 400'000 | 999'994 | 490'562 | 32'488 | 20'604 | 99.98% | 99.98% |
13.06.2018 | 25.67% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'737 | 22'369 | 100.00% | 100.00% |
12.06.2018 | 28.18% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'761 | 20'380 | 99.98% | 99.98% |
11.06.2018 | 22.72% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'615 | 24'807 | 100.00% | 100.00% |
08.06.2018 | 34.42% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'957 | 17'479 | 100.00% | 100.00% |
07.06.2018 | 20.33% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'476 | 27'738 | 100.00% | 100.00% |
06.06.2018 | 26.48% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'718 | 21'859 | 100.00% | 100.00% |
05.06.2018 | 21.57% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'804 | 25'902 | 100.00% | 100.00% |