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 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 76.60% | 99.25% |
19.09.2019 | 43.90% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'250 | 29'250 | 93.89% | 93.89% |
18.09.2019 | 13.78% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'990 | 68'122 | 78'121 | 99.40% | 99.40% |
17.09.2019 | 8.65% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 112'313 | 122'313 | 100.00% | 100.00% |
16.09.2019 | 9.87% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'943 | 1'000'000 | 96'822 | 106'828 | 100.00% | 100.00% |
13.09.2019 | 13.49% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'996 | 999'996 | 70'607 | 80'607 | 100.00% | 100.00% |
12.09.2019 | 6.43% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 999'992 | 155'178 | 165'177 | 90.93% | 90.93% |
12.09.2019 | 6.43% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 999'992 | 155'178 | 165'177 | 90.93% | 90.93% |
11.09.2019 | 4.94% | 0.20 | 0.21 | 930'000 | 930'000 | 930'000 | 930'000 | 183'867 | 193'167 | 99.72% | 99.72% |