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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 400'000 | 1'000'000 | 487'757 | 10'000 | 9'755 | 61.36% | 99.99% |
18.09.2018 | 66.29% | 0.01 | 0.02 | 1'000'000 | 500'000 | 988'251 | 559'258 | 9'988 | 11'221 | 91.37% | 99.96% |
17.09.2018 | 60.67% | 0.01 | 0.02 | 1'000'000 | 400'000 | 962'167 | 365'341 | 11'598 | 7'965 | 98.10% | 98.10% |
14.09.2018 | 36.50% | 0.02 | 0.03 | 750'000 | 250'000 | 755'229 | 251'743 | 17'302 | 8'285 | 99.99% | 99.99% |
13.09.2018 | 33.76% | 0.03 | 0.04 | 600'000 | 200'000 | 753'718 | 251'470 | 18'959 | 8'839 | 99.99% | 99.99% |
12.09.2018 | 66.67% | 0.01 | 0.02 | 1'000'000 | 400'000 | 1'000'000 | 685'067 | 10'000 | 13'701 | 99.82% | 99.82% |
11.09.2018 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 987'172 | 10'000 | 19'743 | 55.66% | 99.99% |