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 | 106.67% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 999'984 | 10'736 | 20'704 | 95.81% | 95.81% |
16.10.2019 | 14.18% | 0.03 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'895 | 35'419 | 40'415 | 99.63% | 99.63% |
15.10.2019 | 17.07% | 0.06 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'928 | 33'928 | 99.43% | 99.43% |
14.10.2019 | 19.75% | 0.04 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'462 | 29'525 | 82.42% | 82.42% |
11.10.2019 | 8.21% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'456 | 1'000'000 | 60'647 | 65'683 | 99.96% | 99.96% |
10.10.2019 | 19.69% | 0.04 | 0.04 | 985'000 | 1'000'000 | 999'970 | 1'000'000 | 23'436 | 28'437 | 99.94% | 99.94% |
09.10.2019 | 18.44% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 25'049 | 30'091 | 97.89% | 97.89% |
08.10.2019 | 13.89% | 0.03 | 0.03 | 1'000'000 | 1'000'000 | 999'982 | 999'968 | 35'449 | 40'495 | 98.58% | 98.58% |
07.10.2019 | 10.58% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 998'120 | 999'991 | 48'347 | 53'644 | 96.75% | 96.97% |