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 | - | - |
15.08.2019 | 48.24% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 999'705 | 999'967 | 22'440 | 29'114 | 96.90% | 96.90% |
14.08.2019 | 6.77% | 0.05 | 0.05 | 1'000'000 | 992'000 | 999'961 | 999'942 | 124'348 | 132'159 | 96.66% | 96.66% |
13.08.2019 | 6.34% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 998'540 | 998'352 | 134'170 | 142'448 | 97.71% | 97.71% |
12.08.2019 | 4.23% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 999'981 | 235'499 | 245'494 | 98.29% | 98.29% |
09.08.2019 | 4.34% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 999'976 | 1'000'000 | 227'470 | 237'476 | 99.94% | 99.94% |
08.08.2019 | 7.15% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'847 | 999'886 | 140'863 | 150'873 | 99.87% | 99.87% |
07.08.2019 | 7.64% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'707 | 999'951 | 98'778 | 106'641 | 97.72% | 97.72% |
06.08.2019 | 7.38% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 999'732 | 132'100 | 142'064 | 99.49% | 99.49% |
05.08.2019 | 6.29% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 999'967 | 156'866 | 166'861 | 100.00% | 100.00% |