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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.07.2019 | 18.83% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'869 | 1'000'000 | 58'683 | 68'747 | 98.44% | 98.44% |
17.07.2019 | 39.90% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'970 | 1'000'000 | 26'299 | 36'606 | 99.76% | 99.76% |
16.07.2019 | 97.88% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'074 | 20'000 | 99.74% | 99.74% |
15.07.2019 | 114.52% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'514 | 20'000 | 99.16% | 100.00% |
12.07.2019 | 76.18% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'999 | 999'994 | 11'073 | 22'774 | 97.56% | 98.01% |
11.07.2019 | 20.03% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'947 | 999'999 | 46'972 | 56'974 | 95.94% | 95.94% |
10.07.2019 | 13.30% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'962 | 73'525 | 83'520 | 100.00% | 100.00% |
09.07.2019 | 12.54% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 999'921 | 76'113 | 86'106 | 97.50% | 97.50% |