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 | - | - |
21.09.2018 | 26.16% | 0.07 | 0.09 | 500'000 | 150'000 | 500'000 | 150'000 | 35'811 | 13'961 | 98.80% | 98.80% |
20.09.2018 | 29.02% | 0.05 | 0.06 | 500'000 | 150'000 | 499'698 | 150'000 | 20'819 | 8'337 | 98.48% | 98.56% |
19.09.2018 | 67.29% | 0.01 | 0.02 | 450'000 | 150'000 | 449'997 | 150'000 | 4'500 | 3'028 | 5.02% | 99.52% |
18.09.2018 | - | - | 0.01 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 99.69% |
17.09.2018 | - | - | 0.01 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 99.89% |
14.09.2018 | - | - | 0.01 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 98.57% |
13.09.2018 | - | - | 0.01 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 99.52% |
12.09.2018 | 66.67% | 0.01 | 0.01 | 450'000 | 150'000 | 450'000 | 150'000 | 4'500 | 3'000 | 6.67% | 90.97% |
11.09.2018 | - | 0.01 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.36% |