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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20.09.2018 | 120.00% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 999'826 | 1'000'000 | 4'999 | 20'000 | 0.13% | 98.53% |
19.09.2018 | 80.24% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'956 | 1'000'000 | 8'727 | 20'000 | 100.00% | 100.00% |
18.09.2018 | 39.39% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 20'862 | 30'862 | 99.47% | 99.47% |
17.09.2018 | 35.41% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'873 | 33'873 | 99.35% | 99.35% |
14.09.2018 | 33.88% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'724 | 34'724 | 100.00% | 100.00% |
13.09.2018 | 26.12% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'999 | 999'995 | 33'645 | 43'645 | 98.49% | 98.49% |
12.09.2018 | 18.17% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 50'302 | 60'302 | 98.78% | 98.78% |
11.09.2018 | 12.87% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 999'979 | 73'982 | 83'980 | 99.80% | 99.80% |