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 | - | - |
20.06.2019 | - | - | 0.01 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.06.2019 | 66.67% | 0.01 | 0.02 | 985'000 | 1'000'000 | 912'015 | 1'000'000 | 9'120 | 20'000 | 1.05% | 98.69% |
18.06.2019 | 21.88% | 0.01 | 0.01 | 1'000'000 | 1'000'000 | 999'608 | 994'945 | 25'820 | 30'725 | 61.03% | 99.90% |
17.06.2019 | 8.88% | 0.05 | 0.05 | 1'000'000 | 1'000'000 | 999'975 | 999'730 | 55'063 | 60'046 | 100.00% | 100.00% |
14.06.2019 | 6.63% | 0.09 | 0.09 | 1'000'000 | 1'000'000 | 998'843 | 999'379 | 84'250 | 90'131 | 100.00% | 100.00% |
13.06.2019 | 6.89% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'615 | 998'931 | 71'184 | 76'182 | 100.00% | 100.00% |
12.06.2019 | 7.84% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'326 | 999'201 | 107'658 | 116'514 | 99.93% | 99.93% |
11.06.2019 | 7.61% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'952 | 998'458 | 106'860 | 115'169 | 100.00% | 100.00% |
07.06.2019 | 4.22% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'996 | 999'996 | 233'694 | 243'694 | 99.92% | 99.92% |