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 | 45.68% | 0.04 | 0.06 | 80'000 | 80'000 | 80'000 | 80'000 | 2'984 | 4'584 | 99.88% | 99.88% |
20.09.2018 | 84.37% | 0.02 | 0.03 | 80'000 | 80'000 | 79'996 | 80'000 | 887 | 1'999 | 86.65% | 98.55% |
19.09.2018 | 120.00% | 0.01 | 0.02 | 80'000 | 80'000 | 80'000 | 80'000 | 400 | 1'600 | 0.35% | 100.00% |
18.09.2018 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.09.2018 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 99.85% |
14.09.2018 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.09.2018 | 120.00% | 0.01 | 0.02 | 80'000 | 80'000 | 80'000 | 80'000 | 400 | 1'600 | 23.49% | 99.59% |
12.09.2018 | 73.92% | 0.01 | 0.02 | 80'000 | 80'000 | 80'000 | 80'000 | 858 | 1'763 | 92.70% | 99.08% |
11.09.2018 | 56.08% | 0.01 | 0.02 | 80'000 | 80'000 | 79'997 | 80'000 | 1'062 | 1'862 | 100.00% | 100.00% |