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 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 96.09% |
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 | 17.90% | 94.80% |
13.02.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 94.55% | 99.02% |
12.02.2019 | 81.05% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'652 | 20'000 | 99.69% | 99.69% |
11.02.2019 | 27.33% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'153 | 42'153 | 99.26% | 99.26% |
08.02.2019 | 13.17% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 75'842 | 85'842 | 98.39% | 98.39% |
07.02.2019 | 35.84% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 27'379 | 37'379 | 98.32% | 98.32% |
06.02.2019 | 55.95% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'215 | 23'215 | 99.31% | 99.31% |
05.02.2019 | 53.34% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'120 | 24'120 | 98.85% | 98.85% |