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% | 97.75% |
16.05.2019 | 115.99% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'875 | 1'000'000 | 5'375 | 20'000 | 38.99% | 90.24% |
15.05.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'501 | 1'000'000 | 4'998 | 20'000 | 10.71% | 96.26% |
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 | 23.25% | 92.80% |
13.05.2019 | 119.04% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'090 | 20'000 | 75.03% | 97.02% |
10.05.2019 | 40.95% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'993 | 20'121 | 30'120 | 99.17% | 99.17% |
09.05.2019 | 24.39% | 0.02 | 0.03 | 1'000'000 | 980'000 | 1'000'000 | 999'963 | 37'875 | 47'874 | 98.70% | 98.70% |
08.05.2019 | 20.39% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'928 | 55'928 | 97.30% | 97.30% |
07.05.2019 | 15.12% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'997 | 999'838 | 65'289 | 75'279 | 100.00% | 100.00% |