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 | - | - |
24.10.2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23.10.2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22.10.2018 | 10.03% | 0.08 | 0.09 | 500'000 | 100'000 | 465'778 | 100'000 | 48'460 | 11'552 | 100.00% | 100.00% |
19.10.2018 | 10.91% | 0.10 | 0.11 | 500'000 | 100'000 | 468'429 | 100'000 | 45'255 | 10'889 | 97.38% | 97.48% |
18.10.2018 | 15.83% | 0.12 | 0.13 | 300'000 | 100'000 | 141'267 | 68'253 | 20'032 | 10'988 | 93.13% | 97.79% |
17.10.2018 | 4.06% | 0.26 | 0.27 | 200'000 | 100'000 | 189'422 | 100'000 | 51'025 | 28'092 | 100.00% | 100.00% |
16.10.2018 | 4.52% | 0.25 | 0.26 | 200'000 | 100'000 | 213'628 | 100'000 | 50'442 | 24'746 | 100.00% | 100.00% |
15.10.2018 | 5.57% | 0.20 | 0.21 | 250'000 | 100'000 | 261'426 | 100'000 | 50'667 | 20'524 | 98.51% | 98.51% |
12.10.2018 | 4.55% | 0.23 | 0.24 | 220'000 | 100'000 | 212'256 | 100'000 | 50'395 | 24'904 | 100.00% | 100.00% |