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% | 96.98% |
16.10.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'813 | 1'000'000 | 4'999 | 20'000 | 36.73% | 96.36% |
15.10.2019 | 50.93% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'502 | 27'954 | 96.40% | 96.40% |
14.10.2019 | 17.60% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'197 | 64'197 | 95.75% | 95.75% |
11.10.2019 | 17.46% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'997 | 999'970 | 54'632 | 64'631 | 97.44% | 97.44% |
10.10.2019 | 6.13% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'971 | 999'939 | 161'268 | 171'265 | 96.67% | 96.67% |
09.10.2019 | 5.59% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 1'000'000 | 999'948 | 175'067 | 185'057 | 98.06% | 98.06% |
08.10.2019 | 5.49% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'985 | 1'000'000 | 182'273 | 192'276 | 96.50% | 96.50% |