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 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.09.2019 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 96.02% |
18.09.2019 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 1.76% | 94.05% |
17.09.2019 | 66.84% | 0.01 | 0.02 | 500'000 | 50'000 | 499'995 | 50'000 | 5'000 | 1'003 | 20.06% | 95.46% |
16.09.2019 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.09.2019 | - | 0.01 | 0.01 | 500'000 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.09.2019 | 51.89% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 7'770 | 1'277 | 11.97% | 54.17% |
12.09.2019 | 51.89% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 7'770 | 1'277 | 11.97% | 54.17% |
11.09.2019 | 64.07% | 0.02 | 0.03 | 500'000 | 50'000 | 201'951 | 50'000 | 2'507 | 1'049 | 69.22% | 69.92% |