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% | 97.00% |
16.10.2019 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 96.26% |
15.10.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 8.66% | 96.31% |
14.10.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 5'000 | 20'000 | 94.39% | 95.64% |
11.10.2019 | 99.34% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 6'937 | 20'000 | 97.53% | 97.53% |
10.10.2019 | 26.59% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 34'380 | 44'380 | 96.72% | 96.72% |
09.10.2019 | 21.48% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'285 | 52'285 | 97.91% | 97.91% |
08.10.2019 | 18.84% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 50'360 | 60'360 | 95.59% | 95.59% |