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 | 66.67% | 0.01 | 0.01 | 900'000 | 300'000 | 900'000 | 300'000 | 9'000 | 6'000 | 6.04% | 100.00% |
20.09.2018 | 55.50% | 0.02 | 0.03 | 900'000 | 300'000 | 899'988 | 300'000 | 12'769 | 7'256 | 99.38% | 99.96% |
19.09.2018 | 26.92% | 0.02 | 0.03 | 900'000 | 300'000 | 900'000 | 300'000 | 29'625 | 12'875 | 100.00% | 100.00% |
18.09.2018 | 20.00% | 0.04 | 0.05 | 900'000 | 300'000 | 900'000 | 300'000 | 42'412 | 17'137 | 100.00% | 100.00% |
17.09.2018 | 11.15% | 0.08 | 0.09 | 900'000 | 300'000 | 900'000 | 300'000 | 76'819 | 28'606 | 99.98% | 99.98% |
14.09.2018 | 14.03% | 0.08 | 0.09 | 900'000 | 300'000 | 900'000 | 300'000 | 60'300 | 23'100 | 100.00% | 100.00% |
13.09.2018 | 11.42% | 0.07 | 0.08 | 900'000 | 300'000 | 900'000 | 300'000 | 75'139 | 28'046 | 99.99% | 99.99% |
12.09.2018 | 10.31% | 0.09 | 0.10 | 900'000 | 300'000 | 900'000 | 300'000 | 83'656 | 30'885 | 100.00% | 100.00% |
11.09.2018 | 21.47% | 0.05 | 0.06 | 900'000 | 300'000 | 900'000 | 300'000 | 37'880 | 15'627 | 100.00% | 100.00% |