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 | - | - | 0.07 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.09.2018 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 95.58% |
19.09.2018 | 128.57% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 11'500 | 19.36% | 98.55% |
18.09.2018 | 99.53% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 3'843 | 11'171 | 98.52% | 98.52% |
17.09.2018 | 125.37% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'549 | 11'080 | 98.55% | 98.55% |
14.09.2018 | 125.97% | 0.01 | 0.02 | 500'000 | 500'000 | 499'959 | 500'000 | 2'630 | 11'500 | 98.80% | 98.80% |
13.09.2018 | 61.38% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 6'509 | 12'105 | 97.87% | 97.87% |
12.09.2018 | 38.95% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 10'403 | 15'403 | 98.81% | 98.81% |
11.09.2018 | 19.91% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 499'985 | 22'906 | 27'905 | 98.04% | 98.04% |