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 | 167.46% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'721 | 15'257 | 98.40% | 98.62% |
16.10.2019 | 74.13% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 998'195 | 1'000'000 | 12'641 | 20'639 | 99.89% | 99.89% |
15.10.2019 | 12.55% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'917 | 40'736 | 45'733 | 99.35% | 99.35% |
14.10.2019 | 7.93% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'738 | 998'506 | 108'529 | 117'423 | 91.85% | 91.85% |
11.10.2019 | 7.98% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'989 | 999'774 | 104'570 | 113'291 | 98.86% | 98.86% |
10.10.2019 | 3.84% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 999'989 | 259'634 | 269'631 | 100.00% | 100.00% |
09.10.2019 | 3.59% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 999'825 | 999'084 | 275'064 | 284'801 | 97.95% | 97.95% |
08.10.2019 | 3.65% | 0.32 | 0.33 | 1'000'000 | 1'000'000 | 999'101 | 999'353 | 275'074 | 285'145 | 100.00% | 100.00% |
07.10.2019 | 4.13% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'958 | 999'766 | 239'729 | 249'686 | 100.00% | 100.00% |