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 | 5.98% | 0.16 | 0.17 | 600'000 | 200'000 | 600'000 | 200'000 | 97'443 | 34'481 | 100.00% | 100.00% |
20.09.2018 | 7.60% | 0.17 | 0.18 | 600'000 | 200'000 | 604'311 | 201'437 | 78'946 | 28'330 | 99.73% | 99.73% |
19.09.2018 | 10.52% | 0.07 | 0.08 | 750'000 | 250'000 | 750'000 | 250'000 | 68'294 | 25'265 | 94.81% | 94.81% |
18.09.2018 | 8.12% | 0.12 | 0.13 | 750'000 | 250'000 | 742'181 | 247'394 | 88'513 | 31'978 | 99.99% | 99.99% |
17.09.2018 | 8.24% | 0.11 | 0.12 | 750'000 | 250'000 | 746'205 | 248'735 | 87'214 | 31'559 | 96.71% | 96.71% |
14.09.2018 | 7.06% | 0.10 | 0.11 | 750'000 | 250'000 | 704'314 | 234'772 | 96'478 | 34'507 | 100.00% | 100.00% |
13.09.2018 | 4.85% | 0.18 | 0.19 | 750'000 | 250'000 | 640'024 | 213'341 | 128'776 | 45'059 | 99.38% | 99.38% |
12.09.2018 | 3.93% | 0.25 | 0.26 | 600'000 | 200'000 | 603'572 | 201'191 | 150'761 | 52'266 | 99.95% | 99.95% |
11.09.2018 | 3.95% | 0.26 | 0.27 | 600'000 | 200'000 | 742'836 | 247'612 | 184'411 | 63'946 | 100.00% | 100.00% |