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 | - | - |
21.06.2019 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 91.36% |
20.06.2019 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.21% |
19.06.2019 | 119.86% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'013 | 20'000 | 100.00% | 100.00% |
18.06.2019 | 69.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'859 | 24'989 | 95.37% | 95.37% |
17.06.2019 | 33.83% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 25'027 | 35'027 | 100.00% | 100.00% |
14.06.2019 | 20.24% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'985 | 1'000'000 | 45'231 | 55'232 | 99.61% | 99.61% |
13.06.2019 | 24.80% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 35'635 | 45'635 | 98.95% | 98.95% |
12.06.2019 | 14.84% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'987 | 999'991 | 62'923 | 72'923 | 99.78% | 99.78% |
11.06.2019 | 23.46% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 999'999 | 38'088 | 48'088 | 100.00% | 100.00% |