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 | - | - |
16.08.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
15.08.2019 | 173.64% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'134 | 3'859 | 99.60% | 99.60% |
14.08.2019 | 147.06% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'924 | 5'565 | 100.00% | 100.00% |
13.08.2019 | 122.60% | 0.04 | 0.06 | 1'000'000 | 250'000 | 994'177 | 248'602 | 8'793 | 6'960 | 99.27% | 99.27% |
12.08.2019 | 62.62% | 0.02 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 260'425 | 23'634 | 11'640 | 100.00% | 100.00% |
09.08.2019 | 38.26% | 0.04 | 0.06 | 1'000'000 | 250'000 | 935'972 | 306'201 | 41'129 | 21'014 | 99.92% | 99.92% |
08.08.2019 | 25.09% | 0.08 | 0.10 | 725'000 | 375'000 | 734'962 | 378'679 | 51'291 | 34'017 | 100.00% | 100.00% |
07.08.2019 | 29.04% | 0.07 | 0.09 | 775'000 | 400'000 | 820'607 | 372'043 | 48'892 | 30'511 | 99.50% | 99.50% |
06.08.2019 | 20.47% | 0.05 | 0.07 | 725'000 | 375'000 | 571'381 | 405'680 | 50'326 | 45'368 | 99.90% | 99.90% |