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 | 22.11% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'212 | 6'553 | 100.00% | 100.00% |
19.09.2019 | 21.02% | 0.03 | 0.03 | 1'000'000 | 250'000 | 999'978 | 250'000 | 21'693 | 6'673 | 100.00% | 100.00% |
18.09.2019 | 13.76% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'996 | 250'000 | 34'673 | 9'918 | 100.00% | 100.00% |
17.09.2019 | 23.11% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'485 | 6'121 | 100.00% | 100.00% |
16.09.2019 | 13.41% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'346 | 10'087 | 99.68% | 99.68% |
13.09.2019 | 11.55% | 0.05 | 0.05 | 1'000'000 | 250'000 | 999'908 | 250'000 | 41'059 | 11'516 | 100.00% | 100.00% |
12.09.2019 | 13.55% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'700 | 9'925 | 99.88% | 99.88% |
12.09.2019 | 13.55% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'700 | 9'925 | 99.88% | 99.88% |
11.09.2019 | 11.49% | 0.04 | 0.04 | 1'000'000 | 250'000 | 998'521 | 272'754 | 41'607 | 12'927 | 100.00% | 100.00% |