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 | - | - | 0.01 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.09.2018 | 35.95% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 489'195 | 23'779 | 16'183 | 100.00% | 100.00% |
18.09.2018 | 66.67% | 0.01 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 966'503 | 10'000 | 19'330 | 33.11% | 100.00% |
17.09.2018 | 64.11% | 0.01 | 0.02 | 1'000'000 | 750'000 | 999'958 | 864'433 | 10'957 | 17'959 | 99.66% | 99.66% |
14.09.2018 | 35.25% | 0.02 | 0.03 | 1'000'000 | 500'000 | 999'967 | 504'422 | 24'154 | 17'209 | 100.00% | 100.00% |
13.09.2018 | 28.24% | 0.03 | 0.04 | 1'000'000 | 400'000 | 1'000'000 | 471'438 | 30'553 | 19'064 | 100.00% | 100.00% |
12.09.2018 | 18.15% | 0.04 | 0.05 | 1'000'000 | 400'000 | 988'458 | 390'320 | 50'099 | 23'596 | 99.83% | 99.83% |
11.09.2018 | 15.53% | 0.07 | 0.08 | 900'000 | 300'000 | 932'325 | 332'349 | 56'035 | 23'123 | 99.53% | 99.53% |