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 | - | - |
24.10.2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23.10.2018 | - | 0.01 | 0.10 | 750'000 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22.10.2018 | 1.87% | 0.38 | 0.39 | 750'000 | 750'000 | 750'000 | 750'000 | 410'550 | 418'050 | 99.17% | 99.17% |
19.10.2018 | 2.11% | 0.54 | 0.55 | 750'000 | 750'000 | 750'000 | 750'000 | 356'019 | 363'519 | 97.77% | 97.77% |
18.10.2018 | 1.20% | 0.63 | 0.64 | 750'000 | 750'000 | 750'000 | 750'000 | 625'242 | 632'742 | 97.82% | 97.82% |
17.10.2018 | 1.18% | 0.79 | 0.80 | 750'000 | 750'000 | 750'000 | 750'000 | 633'189 | 640'689 | 99.72% | 99.72% |
16.10.2018 | 1.36% | 0.95 | 0.96 | 750'000 | 750'000 | 750'000 | 750'000 | 554'948 | 562'448 | 99.04% | 99.04% |
15.10.2018 | 2.35% | 0.55 | 0.56 | 750'000 | 750'000 | 749'989 | 749'971 | 332'275 | 339'768 | 98.63% | 98.63% |
12.10.2018 | 1.77% | 0.43 | 0.44 | 750'000 | 750'000 | 750'000 | 750'000 | 426'203 | 433'703 | 93.82% | 93.82% |