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% | 96.80% |
14.02.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 47.92% | 94.98% |
13.02.2019 | 101.35% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'153 | 20'576 | 98.52% | 98.52% |
12.02.2019 | 80.34% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'772 | 20'078 | 99.68% | 99.68% |
11.02.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 88.67% | 99.36% |
08.02.2019 | 97.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'156 | 20'000 | 98.45% | 98.45% |
07.02.2019 | 26.28% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'958 | 40'967 | 50'965 | 97.74% | 97.74% |
06.02.2019 | 8.26% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 116'613 | 126'613 | 99.28% | 99.28% |
05.02.2019 | 8.82% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 999'985 | 1'000'000 | 112'960 | 122'962 | 98.84% | 98.84% |