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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19.09.2019 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.01% |
18.09.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 33.81% | 100.00% |
17.09.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 82.05% | 98.53% |
16.09.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 98.26% | 98.26% |
13.09.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'937 | 1'000'000 | 5'000 | 20'000 | 99.64% | 99.64% |
12.09.2019 | 89.39% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'870 | 20'000 | 95.77% | 95.77% |
12.09.2019 | 89.39% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'870 | 20'000 | 95.77% | 95.77% |
11.09.2019 | 66.03% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'965 | 1'000'000 | 10'189 | 20'190 | 99.77% | 99.77% |