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 | - | - |
20.09.2019 | 24.49% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'446 | 5'861 | 92.89% | 92.89% |
19.09.2019 | 12.64% | 0.05 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'495 | 10'624 | 100.00% | 100.00% |
18.09.2019 | 13.61% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'795 | 9'949 | 100.00% | 100.00% |
17.09.2019 | 16.62% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'002 | 8'250 | 100.00% | 100.00% |
16.09.2019 | 12.25% | 0.04 | 0.04 | 1'000'000 | 250'000 | 999'275 | 250'223 | 38'678 | 10'935 | 98.12% | 98.12% |
13.09.2019 | 6.92% | 0.08 | 0.08 | 675'000 | 350'000 | 726'354 | 373'933 | 50'680 | 27'975 | 100.00% | 100.00% |
12.09.2019 | 5.69% | 0.10 | 0.10 | 550'000 | 550'000 | 579'301 | 373'623 | 51'335 | 35'425 | 99.65% | 99.65% |
12.09.2019 | 5.69% | 0.10 | 0.10 | 550'000 | 550'000 | 579'301 | 373'623 | 51'335 | 35'425 | 99.65% | 99.65% |
11.09.2019 | 6.50% | 0.07 | 0.08 | 675'000 | 350'000 | 680'380 | 351'779 | 50'617 | 27'925 | 100.00% | 100.00% |