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 | - | - | 0.02 | 0 | 90'000 | 0 | 0 | 0 | 0 | 0.00% | 99.61% |
20.09.2018 | 120.00% | 0.01 | 0.02 | 90'000 | 600'000 | 90'000 | 90'000 | 450 | 1'800 | 37.09% | 96.81% |
19.09.2018 | 64.72% | 0.02 | 0.03 | 600'000 | 600'000 | 221'961 | 221'961 | 2'467 | 4'795 | 99.27% | 99.27% |
18.09.2018 | 20.31% | 0.04 | 0.05 | 600'000 | 600'000 | 226'759 | 226'759 | 10'424 | 12'692 | 95.84% | 95.84% |
17.09.2018 | 19.41% | 0.06 | 0.07 | 600'000 | 600'000 | 222'844 | 222'852 | 11'159 | 13'388 | 98.03% | 98.03% |
14.09.2018 | 22.24% | 0.06 | 0.07 | 600'000 | 600'000 | 221'972 | 221'972 | 11'907 | 14'127 | 96.19% | 96.19% |
13.09.2018 | 37.17% | 0.04 | 0.05 | 600'000 | 600'000 | 222'640 | 222'633 | 6'535 | 8'761 | 98.02% | 98.02% |
12.09.2018 | 24.08% | 0.02 | 0.03 | 600'000 | 600'000 | 221'343 | 221'343 | 6'848 | 9'061 | 99.08% | 99.08% |
11.09.2018 | 15.41% | 0.06 | 0.07 | 600'000 | 600'000 | 223'559 | 223'559 | 13'850 | 16'086 | 97.92% | 97.92% |