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 | 159.01% | 0.01 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'186 | 45'186 | 28.13% | 96.95% |
16.10.2019 | 92.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'704 | 20'314 | 39.18% | 96.12% |
15.10.2019 | 77.50% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'905 | 21'222 | 96.48% | 96.48% |
14.10.2019 | 111.03% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'841 | 20'000 | 95.63% | 95.63% |
11.10.2019 | 36.65% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'069 | 33'069 | 97.53% | 97.53% |
10.10.2019 | 91.29% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'887 | 20'284 | 96.64% | 96.64% |
09.10.2019 | 78.95% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'849 | 20'000 | 97.27% | 97.27% |
08.10.2019 | 53.36% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'736 | 24'760 | 96.21% | 96.21% |