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 | - | - |
18.07.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.07.2019 | - | 0.10 | 0.11 | 150'000 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.07.2019 | 9.84% | 0.09 | 0.10 | 150'000 | 150'000 | 150'000 | 150'000 | 14'775 | 16'275 | 99.75% | 99.98% |
15.07.2019 | 7.74% | 0.11 | 0.12 | 150'000 | 150'000 | 150'000 | 150'000 | 18'882 | 20'382 | 93.39% | 95.40% |
12.07.2019 | 7.24% | 0.16 | 0.17 | 150'000 | 150'000 | 150'000 | 150'000 | 20'191 | 21'691 | 95.19% | 95.42% |
11.07.2019 | 7.65% | 0.13 | 0.14 | 150'000 | 150'000 | 150'000 | 150'000 | 19'013 | 20'513 | 98.43% | 100.00% |
10.07.2019 | 8.32% | 0.14 | 0.15 | 150'000 | 150'000 | 150'000 | 150'000 | 17'465 | 18'965 | 99.30% | 100.00% |
09.07.2019 | 7.33% | 0.12 | 0.13 | 150'000 | 150'000 | 149'885 | 149'888 | 19'833 | 21'333 | 99.12% | 100.00% |
08.07.2019 | 6.66% | 0.14 | 0.15 | 150'000 | 150'000 | 149'909 | 149'902 | 21'878 | 23'376 | 99.55% | 100.00% |