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 | 174.90% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'009 | 15'003 | 97.86% | 97.86% |
16.10.2019 | 164.30% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 999'981 | 1'000'000 | 2'023 | 15'365 | 89.56% | 89.56% |
15.10.2019 | 26.21% | 0.02 | 0.02 | 1'000'000 | 1'000'000 | 999'954 | 1'000'000 | 19'788 | 25'007 | 97.79% | 97.79% |
14.10.2019 | 9.41% | 0.04 | 0.04 | 1'000'000 | 1'000'000 | 999'944 | 1'000'000 | 53'025 | 58'076 | 93.56% | 93.56% |
11.10.2019 | 8.53% | 0.05 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 999'918 | 58'160 | 63'164 | 94.58% | 94.58% |
10.10.2019 | 6.06% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 163'506 | 173'506 | 100.00% | 100.00% |
09.10.2019 | 5.49% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 178'584 | 188'584 | 97.97% | 97.97% |
08.10.2019 | 5.46% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'954 | 1'000'000 | 183'580 | 193'592 | 100.00% | 100.00% |
07.10.2019 | 6.13% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 160'628 | 170'628 | 100.00% | 100.00% |