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 | - | - |
20.07.2018 | 34.67% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'832 | 34'832 | 99.91% | 99.91% |
19.07.2018 | 11.71% | 0.06 | 0.07 | 700'000 | 700'000 | 700'000 | 700'000 | 64'659 | 71'659 | 99.34% | 99.34% |
18.07.2018 | 4.87% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 201'202 | 211'203 | 99.01% | 99.01% |
17.07.2018 | 29.96% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 999'999 | 32'364 | 42'364 | 98.80% | 98.80% |
16.07.2018 | 23.59% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'249 | 49'249 | 99.57% | 99.57% |
13.07.2018 | 20.28% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'447 | 55'447 | 98.33% | 98.33% |
12.07.2018 | 27.33% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 999'998 | 32'356 | 42'355 | 98.98% | 98.98% |
11.07.2018 | 21.27% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 999'998 | 42'407 | 52'407 | 98.51% | 98.51% |
10.07.2018 | 8.73% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 114'076 | 124'076 | 99.53% | 99.53% |