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 | - | - | 0.01 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.09.2018 | 65.15% | 0.01 | 0.01 | 1'000'000 | 750'000 | 978'240 | 498'238 | 10'236 | 10'116 | 40.28% | 99.57% |
19.09.2018 | 26.81% | 0.02 | 0.03 | 750'000 | 250'000 | 643'713 | 214'571 | 21'451 | 9'296 | 99.58% | 99.58% |
18.09.2018 | 14.43% | 0.07 | 0.08 | 450'000 | 150'000 | 480'737 | 160'246 | 31'532 | 12'113 | 99.49% | 99.49% |
17.09.2018 | 7.23% | 0.13 | 0.14 | 300'000 | 100'000 | 300'364 | 100'121 | 40'185 | 14'396 | 99.48% | 99.48% |
14.09.2018 | 6.04% | 0.15 | 0.16 | 300'000 | 100'000 | 300'000 | 100'000 | 48'869 | 17'290 | 99.54% | 99.54% |
13.09.2018 | 4.75% | 0.21 | 0.22 | 300'000 | 100'000 | 300'000 | 100'000 | 61'809 | 21'603 | 99.55% | 99.55% |
12.09.2018 | 3.40% | 0.28 | 0.29 | 300'000 | 100'000 | 300'000 | 100'000 | 86'850 | 29'950 | 99.25% | 99.25% |
11.09.2018 | 3.28% | 0.29 | 0.30 | 300'000 | 100'000 | 300'000 | 100'000 | 89'901 | 30'967 | 99.47% | 99.47% |