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 | - | - | 0.00 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.09.2019 | 138.25% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 999'989 | 1'000'000 | 1'816 | 9'816 | 99.66% | 99.69% |
18.09.2019 | 66.67% | 0.01 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 0.23% | 100.00% |
17.09.2019 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 97.11% | 99.85% |
16.09.2019 | 66.64% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 947'364 | 10'009 | 18'954 | 100.00% | 100.00% |
13.09.2019 | 54.70% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 768'438 | 14'488 | 18'735 | 99.75% | 99.75% |
12.09.2019 | 52.29% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 832'955 | 15'391 | 20'702 | 98.83% | 98.83% |
12.09.2019 | 52.29% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 832'955 | 15'391 | 20'702 | 98.83% | 98.83% |
11.09.2019 | 34.14% | 0.02 | 0.03 | 1'000'000 | 750'000 | 1'000'000 | 538'119 | 25'126 | 18'706 | 99.90% | 99.90% |