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 | - | - |
19.07.2019 | - | 0.01 | - | 20'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 13.44% |
18.07.2019 | - | 0.01 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.47% |
17.07.2019 | - | 0.01 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.43% |
16.07.2019 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 18'054 | 18'054 | 181 | 361 | 73.55% | 90.64% |
15.07.2019 | - | 0.01 | - | 10'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.07% |
12.07.2019 | 85.71% | 0.01 | 0.02 | 10'000 | 2'000 | 2'000 | 2'000 | 16 | 40 | 49.76% | 96.41% |
11.07.2019 | 114.56% | 0.01 | 0.02 | 10'000 | 2'000 | 2'000 | 2'000 | 13 | 47 | 59.90% | 95.11% |
10.07.2019 | 85.50% | 0.01 | 0.02 | 10'000 | 10'000 | 2'008 | 2'008 | 25 | 62 | 46.41% | 95.52% |
09.07.2019 | 62.01% | 0.01 | 0.02 | 10'000 | 10'000 | 3'820 | 3'820 | 61 | 103 | 93.87% | 96.56% |