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 | 160.00% | 0.01 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 45'000 | 3.36% | 96.84% |
16.10.2019 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 96.31% |
15.10.2019 | 117.48% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'236 | 20'000 | 59.14% | 96.43% |
14.10.2019 | - | 0.01 | 0.02 | 500'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 95.67% |
11.10.2019 | 104.79% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'426 | 20'000 | 97.53% | 97.53% |
10.10.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 28.00% | 96.69% |
09.10.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 37.24% | 97.34% |
08.10.2019 | 118.39% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'151 | 20'000 | 88.22% | 95.33% |