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 | - | - |
18.01.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.01.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'617 | 1'000'000 | 4'998 | 20'000 | 6.19% | 84.82% |
16.01.2019 | 77.69% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'407 | 20'641 | 100.00% | 100.00% |
15.01.2019 | 20.36% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 46'084 | 56'084 | 99.37% | 99.37% |
14.01.2019 | 9.82% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'958 | 1'000'000 | 98'132 | 108'136 | 98.05% | 98.05% |
11.01.2019 | 14.41% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'977 | 999'984 | 64'886 | 74'887 | 98.99% | 98.99% |
10.01.2019 | 6.65% | 0.10 | 0.11 | 910'000 | 910'000 | 910'000 | 909'940 | 144'834 | 153'927 | 99.81% | 99.81% |
09.01.2019 | 4.67% | 0.20 | 0.21 | 870'000 | 870'000 | 870'000 | 870'000 | 183'412 | 192'112 | 99.70% | 99.70% |
08.01.2019 | 3.57% | 0.26 | 0.27 | 670'000 | 670'000 | 670'000 | 669'972 | 187'607 | 194'299 | 98.47% | 98.47% |