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 | - | - |
20.09.2019 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.19% |
19.09.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'969 | 1'000'000 | 5'000 | 20'000 | 45.09% | 93.95% |
18.09.2019 | 66.06% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'986 | 1'000'000 | 10'181 | 20'181 | 99.40% | 99.40% |
17.09.2019 | 41.23% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'680 | 29'680 | 100.00% | 100.00% |
16.09.2019 | 40.99% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'742 | 1'000'000 | 19'802 | 29'807 | 100.00% | 100.00% |
13.09.2019 | 51.83% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'963 | 1'000'000 | 14'754 | 24'755 | 100.00% | 100.00% |
12.09.2019 | 22.63% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 999'948 | 41'488 | 51'486 | 90.70% | 90.70% |
12.09.2019 | 22.63% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 999'948 | 41'488 | 51'486 | 90.70% | 90.70% |
11.09.2019 | 15.86% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'987 | 1'000'000 | 58'194 | 68'195 | 99.73% | 99.73% |