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 | - | - |
20.09.2018 | 12.48% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 75'570 | 85'570 | 84.34% | 84.34% |
19.09.2018 | 18.87% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'959 | 1'000'000 | 48'908 | 58'910 | 95.71% | 95.71% |
18.09.2018 | 30.88% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 27'821 | 37'821 | 99.97% | 99.97% |
17.09.2018 | 28.32% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'431 | 40'431 | 100.00% | 100.00% |
14.09.2018 | 19.43% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 47'580 | 57'580 | 99.99% | 99.99% |
13.09.2018 | 16.95% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'271 | 64'271 | 99.99% | 99.99% |
12.09.2018 | 21.43% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'368 | 52'368 | 99.98% | 99.98% |
11.09.2018 | 36.68% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'491 | 32'491 | 100.00% | 100.00% |
10.09.2018 | 36.33% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'749 | 32'749 | 100.00% | 100.00% |