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 | - | - |
15.02.2019 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 96.14% |
14.02.2019 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 94.92% |
13.02.2019 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.97% |
12.02.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 87.35% | 95.11% |
11.02.2019 | 61.49% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'616 | 21'616 | 99.24% | 99.24% |
08.02.2019 | 25.97% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'986 | 1'000'000 | 35'673 | 45'674 | 98.34% | 98.34% |
07.02.2019 | 56.34% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'947 | 25'395 | 98.03% | 98.03% |
06.02.2019 | 81.84% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'578 | 20'000 | 99.35% | 99.35% |
05.02.2019 | 88.66% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'938 | 20'000 | 98.89% | 98.89% |