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 | 2.96% | 0.31 | 0.32 | 750'000 | 250'000 | 750'000 | 250'000 | 250'194 | 85'898 | 99.07% | 99.07% |
20.09.2018 | 4.12% | 0.30 | 0.31 | 750'000 | 250'000 | 814'793 | 271'598 | 195'335 | 67'828 | 99.80% | 99.80% |
19.09.2018 | 9.87% | 0.13 | 0.14 | 900'000 | 300'000 | 930'598 | 330'601 | 92'003 | 35'701 | 99.91% | 99.91% |
18.09.2018 | 16.62% | 0.06 | 0.07 | 1'000'000 | 400'000 | 1'000'000 | 454'523 | 56'298 | 29'782 | 99.94% | 99.94% |
17.09.2018 | 15.41% | 0.07 | 0.08 | 1'000'000 | 400'000 | 999'885 | 472'540 | 60'360 | 33'146 | 99.97% | 99.97% |
14.09.2018 | 14.09% | 0.07 | 0.08 | 1'000'000 | 500'000 | 999'844 | 496'885 | 66'447 | 37'952 | 100.00% | 100.00% |
13.09.2018 | 11.38% | 0.07 | 0.08 | 1'000'000 | 500'000 | 999'957 | 474'723 | 83'416 | 44'187 | 99.87% | 99.87% |
12.09.2018 | 12.55% | 0.07 | 0.08 | 1'000'000 | 500'000 | 1'000'000 | 518'196 | 76'102 | 44'325 | 99.92% | 99.92% |
11.09.2018 | 10.60% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 483'585 | 90'763 | 48'347 | 99.98% | 99.98% |