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 | - | - |
21.06.2019 | 160.00% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000 | 9'000 | 100.00% | 100.00% |
20.06.2019 | 143.31% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'626 | 9'626 | 77.31% | 100.00% |
19.06.2019 | 118.97% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'759 | 10'759 | 99.99% | 99.99% |
18.06.2019 | 138.39% | 0.01 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 980'713 | 2'076 | 9'805 | 100.00% | 100.00% |
17.06.2019 | 145.83% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'559 | 9'559 | 100.00% | 100.00% |
14.06.2019 | 122.08% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'625 | 10'625 | 100.00% | 100.00% |
13.06.2019 | 81.75% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 994'578 | 5'828 | 13'744 | 99.99% | 99.99% |
12.06.2019 | 67.61% | 0.01 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 875'816 | 7'940 | 13'838 | 99.99% | 99.99% |
11.06.2019 | 46.58% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 590'899 | 13'500 | 12'457 | 99.97% | 99.97% |