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 | - | - |
17.10.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 999'945 | 1'000'000 | 1'000 | 15'000 | 99.92% | 99.92% |
16.10.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000 | 15'000 | 100.00% | 100.00% |
15.10.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000 | 15'000 | 99.43% | 99.43% |
14.10.2019 | 49.39% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'351 | 20'904 | 91.34% | 91.34% |
11.10.2019 | 23.44% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'922 | 999'998 | 20'858 | 26'227 | 98.68% | 98.68% |
10.10.2019 | 7.69% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 999'954 | 64'369 | 69'366 | 100.00% | 100.00% |
09.10.2019 | 6.79% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 999'493 | 74'390 | 79'552 | 98.19% | 98.19% |
08.10.2019 | 7.22% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'990 | 1'000'000 | 79'807 | 85'818 | 99.88% | 99.88% |
07.10.2019 | 6.88% | 0.06 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 999'631 | 71'662 | 76'648 | 100.00% | 100.00% |