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 | 175.00% | 0.00 | 0.02 | 25'000 | 25'000 | 25'975 | 25'225 | 26 | 378 | 100.00% | 100.00% |
19.09.2019 | 27.68% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'904 | 5'226 | 100.00% | 100.00% |
18.09.2019 | 19.58% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'267 | 7'067 | 100.00% | 100.00% |
17.09.2019 | 21.05% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'457 | 6'614 | 100.00% | 100.00% |
16.09.2019 | 17.80% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'694 | 7'674 | 100.00% | 100.00% |
13.09.2019 | 15.19% | 0.04 | 0.04 | 1'000'000 | 250'000 | 999'848 | 250'000 | 30'497 | 8'875 | 100.00% | 100.00% |
12.09.2019 | 16.82% | 0.03 | 0.03 | 1'000'000 | 250'000 | 992'297 | 250'000 | 27'555 | 8'200 | 99.84% | 99.84% |
12.09.2019 | 16.82% | 0.03 | 0.03 | 1'000'000 | 250'000 | 992'297 | 250'000 | 27'555 | 8'200 | 99.84% | 99.84% |
11.09.2019 | 17.09% | 0.03 | 0.03 | 1'000'000 | 250'000 | 999'995 | 250'000 | 26'977 | 7'994 | 96.71% | 96.71% |