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 | - | - |
16.08.2018 | 3.87% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'932 | 1'000'000 | 255'619 | 265'634 | 100.00% | 100.00% |
15.08.2018 | 4.05% | 0.36 | 0.37 | 1'000'000 | 1'000'000 | 999'978 | 1'000'000 | 264'194 | 274'198 | 100.00% | 100.00% |
14.08.2018 | 5.62% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 999'972 | 999'764 | 179'865 | 189'841 | 99.45% | 99.45% |
13.08.2018 | 4.04% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'768 | 999'989 | 247'192 | 257'237 | 100.00% | 100.00% |
10.08.2018 | 6.57% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 999'730 | 999'810 | 147'822 | 157'711 | 99.91% | 99.91% |
09.08.2018 | 6.77% | 0.07 | 0.07 | 1'000'000 | 1'000'000 | 999'906 | 999'878 | 71'703 | 76'699 | 100.00% | 100.00% |
08.08.2018 | 7.20% | 0.07 | 0.07 | 1'000'000 | 1'000'000 | 999'311 | 999'759 | 67'535 | 72'570 | 100.00% | 100.00% |
07.08.2018 | 7.23% | 0.06 | 0.06 | 1'000'000 | 1'000'000 | 999'956 | 999'487 | 67'731 | 72'707 | 100.00% | 100.00% |
06.08.2018 | 7.84% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'935 | 999'869 | 98'265 | 106'417 | 99.55% | 99.55% |