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 | - | - |
16.08.2019 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 94.08% |
15.08.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 30.79% | 82.57% |
14.08.2019 | 31.09% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 999'976 | 36'914 | 46'913 | 92.32% | 92.32% |
13.08.2019 | 18.06% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 67'464 | 77'464 | 90.73% | 90.73% |
12.08.2019 | 7.67% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'996 | 999'997 | 130'275 | 140'275 | 97.40% | 97.40% |
09.08.2019 | 5.47% | 0.15 | 0.16 | 990'000 | 990'000 | 989'950 | 989'998 | 181'570 | 191'478 | 92.68% | 92.68% |
08.08.2019 | 4.32% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 999'986 | 1'000'000 | 227'815 | 237'818 | 97.06% | 97.06% |
07.08.2019 | 5.04% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 999'998 | 999'992 | 198'444 | 208'443 | 95.63% | 95.63% |
06.08.2019 | 4.02% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 999'997 | 1'000'000 | 246'775 | 256'776 | 97.09% | 97.09% |