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 | - | - |
29.10.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28.10.2019 | - | 0.06 | - | 1'000'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.22% |
25.10.2019 | 15.87% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'977 | 58'000 | 67'999 | 97.51% | 100.00% |
24.10.2019 | 15.63% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 59'000 | 69'000 | 67.85% | 67.85% |
23.10.2019 | 14.93% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'949 | 62'000 | 71'996 | 100.00% | 100.00% |
22.10.2019 | 19.62% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 47'702 | 57'702 | 18.28% | 18.28% |
21.10.2019 | 3.01% | 1.75 | 1.77 | 100'000 | 100'000 | 56'800 | 50'705 | 103'425 | 94'482 | 100.00% | 100.00% |
18.10.2019 | 1.96% | 1.78 | 1.80 | 100'000 | 100'000 | 60'860 | 54'877 | 104'945 | 96'368 | 98.77% | 98.77% |
17.10.2019 | 2.05% | 1.71 | 1.72 | 125'000 | 125'000 | 66'126 | 60'052 | 110'722 | 102'333 | 99.77% | 99.77% |