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 | - | - |
17.05.2019 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.74% |
16.05.2019 | 79.14% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'658 | 23'708 | 89.07% | 90.57% |
15.05.2019 | 107.34% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'983 | 1'000'000 | 6'193 | 20'008 | 38.79% | 96.47% |
14.05.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 92.56% | 92.90% |
13.05.2019 | 84.46% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'801 | 20'669 | 97.38% | 97.38% |
10.05.2019 | 19.25% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 48'259 | 58'259 | 99.46% | 99.46% |
09.05.2019 | 13.07% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 74'538 | 84'538 | 99.08% | 99.08% |
08.05.2019 | 10.60% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 91'865 | 101'865 | 96.94% | 96.94% |
07.05.2019 | 7.90% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 128'503 | 138'503 | 99.76% | 99.76% |