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 | - | - |
30.10.2019 | - | 0.01 | 0.02 | 1'000'000 | 350'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
29.10.2019 | - | 0.01 | - | 1'000'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 83.78% |
28.10.2019 | - | 0.01 | 0.02 | 1'000'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
25.10.2019 | - | 0.01 | - | 1'000'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24.10.2019 | - | 0.01 | 0.02 | 1'000'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
23.10.2019 | - | 0.01 | 0.02 | 1'000'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
22.10.2019 | - | 0.01 | - | 1'000'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.95% |
21.10.2019 | 50.00% | 0.02 | 0.03 | 1'000'000 | 841'000 | 1'000'000 | 841'000 | 15'000 | 21'025 | 100.00% | 100.00% |
18.10.2019 | - | 0.02 | - | 1'000'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.78% |