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 | - | - |
20.09.2019 | - | 0.01 | 0.01 | 500'000 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.09.2019 | 57.37% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 7'817 | 1'364 | 99.74% | 99.99% |
18.09.2019 | 50.84% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 8'147 | 1'330 | 96.93% | 96.93% |
17.09.2019 | 56.13% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 8'157 | 1'384 | 97.11% | 97.11% |
16.09.2019 | 20.28% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 27'353 | 3'293 | 99.98% | 99.98% |
13.09.2019 | 18.78% | 0.08 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 28'383 | 3'398 | 99.99% | 99.99% |
12.09.2019 | 25.65% | 0.05 | 0.06 | 500'000 | 50'000 | 481'984 | 49'052 | 21'518 | 2'777 | 99.80% | 99.80% |
12.09.2019 | 25.65% | 0.05 | 0.06 | 500'000 | 50'000 | 481'984 | 49'052 | 21'518 | 2'777 | 99.80% | 99.80% |
11.09.2019 | 29.43% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 17'810 | 2'361 | 100.00% | 100.00% |