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 | - | - |
18.10.2018 | 32.65% | 0.01 | 0.01 | 1'000'000 | 1'000'000 | 999'744 | 1'000'000 | 14'886 | 20'566 | 16.52% | 99.64% |
17.10.2018 | 22.18% | 0.02 | 0.02 | 1'000'000 | 1'000'000 | 999'732 | 999'747 | 23'847 | 28'847 | 77.90% | 97.10% |
16.10.2018 | 25.39% | 0.03 | 0.03 | 1'000'000 | 1'000'000 | 999'759 | 999'994 | 20'938 | 26'396 | 24.41% | 99.25% |
15.10.2018 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.42% |
12.10.2018 | 15.32% | 0.03 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'133 | 37'293 | 97.28% | 97.28% |
11.10.2018 | 13.18% | 0.03 | 0.03 | 1'000'000 | 1'000'000 | 999'844 | 998'656 | 39'842 | 44'891 | 97.30% | 97.30% |
10.10.2018 | 4.37% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 999'978 | 1'000'000 | 227'027 | 237'031 | 100.00% | 100.00% |
09.10.2018 | 5.06% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'967 | 999'944 | 195'024 | 205'021 | 100.00% | 100.00% |
08.10.2018 | 4.01% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 999'759 | 245'190 | 255'126 | 100.00% | 100.00% |