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 | - | - |
19.10.2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.10.2018 | 120.00% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 999'204 | 1'000'000 | 4'996 | 20'000 | 9.61% | 98.93% |
17.10.2018 | 113.53% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'943 | 1'000'000 | 5'606 | 20'000 | 54.35% | 94.94% |
16.10.2018 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'888 | 1'000'000 | 4'999 | 20'000 | 18.72% | 97.42% |
15.10.2018 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.23% |
12.10.2018 | 73.41% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'368 | 20'000 | 93.08% | 93.08% |
11.10.2018 | 57.57% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'137 | 25'227 | 94.23% | 94.23% |
10.10.2018 | 9.17% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'927 | 1'000'000 | 106'189 | 116'197 | 99.45% | 99.45% |
09.10.2018 | 11.21% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'786 | 999'469 | 85'883 | 95'851 | 98.88% | 98.88% |