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 | - | - |
18.10.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.10.2019 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 96.96% |
16.10.2019 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 96.66% |
15.10.2019 | 95.49% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'972 | 1'000'000 | 7'298 | 20'000 | 87.66% | 96.43% |
14.10.2019 | 40.10% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'823 | 30'823 | 95.91% | 95.91% |
11.10.2019 | 33.04% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 26'438 | 36'438 | 97.47% | 97.47% |
10.10.2019 | 10.54% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'994 | 1'000'000 | 92'541 | 102'542 | 96.66% | 96.66% |
09.10.2019 | 9.28% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 103'770 | 113'770 | 97.95% | 97.95% |
08.10.2019 | 8.90% | 0.14 | 0.14 | 1'000'000 | 1'000'000 | 999'976 | 1'000'000 | 111'521 | 121'524 | 96.78% | 96.78% |