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 | - | - |
21.09.2018 | - | - | 0.07 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.09.2018 | 77.03% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 6'341 | 12'892 | 94.45% | 95.63% |
19.09.2018 | 15.34% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 30'691 | 35'691 | 98.36% | 98.36% |
18.09.2018 | 7.93% | 0.08 | 0.09 | 410'000 | 410'000 | 410'000 | 410'000 | 50'943 | 55'043 | 96.81% | 96.81% |
17.09.2018 | 10.33% | 0.11 | 0.12 | 500'000 | 500'000 | 500'000 | 500'000 | 46'320 | 51'320 | 98.59% | 98.59% |
14.09.2018 | 11.82% | 0.09 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 39'994 | 44'994 | 98.81% | 98.81% |
13.09.2018 | 6.20% | 0.12 | 0.13 | 400'000 | 400'000 | 400'000 | 400'000 | 64'138 | 68'138 | 97.87% | 97.87% |
12.09.2018 | 4.84% | 0.19 | 0.20 | 420'000 | 420'000 | 420'000 | 420'000 | 85'276 | 89'476 | 97.14% | 97.14% |
11.09.2018 | 3.22% | 0.27 | 0.28 | 380'000 | 380'000 | 380'000 | 380'000 | 117'087 | 120'887 | 95.57% | 95.57% |