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 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.09.2018 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.09.2018 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 98.94% |
18.09.2018 | 27.77% | 0.02 | 0.01 | 1'000'000 | 150'000 | 855'052 | 220'278 | 13'459 | 4'564 | 4.58% | 99.10% |
17.09.2018 | 26.52% | 0.02 | 0.02 | 1'000'000 | 250'000 | 948'143 | 238'031 | 15'807 | 5'157 | 52.39% | 97.31% |
14.09.2018 | 11.37% | 0.04 | 0.04 | 1'000'000 | 250'000 | 979'818 | 322'361 | 42'008 | 16'276 | 92.70% | 92.70% |
13.09.2018 | 8.30% | 0.04 | 0.05 | 1'000'000 | 250'000 | 822'899 | 383'761 | 48'770 | 25'414 | 97.07% | 97.07% |
12.09.2018 | 8.74% | 0.03 | 0.04 | 1'000'000 | 250'000 | 864'826 | 402'077 | 48'639 | 25'407 | 90.19% | 90.19% |
11.09.2018 | 7.39% | 0.08 | 0.09 | 600'000 | 300'000 | 474'645 | 394'853 | 51'292 | 48'074 | 100.00% | 100.00% |