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 | - | - |
19.07.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'938 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
18.07.2019 | 125.77% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'282 | 3'750 | 100.00% | 100.00% |
17.07.2019 | 89.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'689 | 3'750 | 100.00% | 100.00% |
16.07.2019 | 143.28% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'115 | 3'750 | 100.00% | 100.00% |
15.07.2019 | 28.09% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'382 | 5'096 | 99.74% | 99.74% |
12.07.2019 | 27.53% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'823 | 5'206 | 100.00% | 100.00% |
11.07.2019 | 27.61% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'757 | 5'189 | 100.00% | 100.00% |
10.07.2019 | 24.93% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'867 | 5'717 | 100.00% | 100.00% |
09.07.2019 | 22.40% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'268 | 6'317 | 100.00% | 100.00% |