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 | - | - |
05.08.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
02.08.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31.07.2019 | 2.97% | 0.38 | 0.39 | 700'000 | 700'000 | 700'000 | 700'000 | 233'491 | 240'491 | 100.00% | 100.00% |
30.07.2019 | 3.04% | 0.33 | 0.34 | 700'000 | 700'000 | 700'000 | 700'000 | 227'125 | 234'125 | 100.00% | 100.00% |
29.07.2019 | 2.11% | 0.39 | 0.40 | 700'000 | 700'000 | 700'000 | 700'000 | 329'906 | 336'906 | 100.00% | 100.00% |
26.07.2019 | 1.65% | 0.58 | 0.59 | 700'000 | 700'000 | 700'000 | 700'000 | 420'610 | 427'610 | 100.00% | 100.00% |
25.07.2019 | 1.67% | 0.63 | 0.64 | 700'000 | 700'000 | 700'000 | 700'000 | 416'894 | 423'894 | 100.00% | 100.00% |
24.07.2019 | 1.74% | 0.58 | 0.59 | 700'000 | 700'000 | 699'995 | 699'995 | 399'219 | 406'219 | 100.00% | 100.00% |
23.07.2019 | 1.92% | 0.52 | 0.53 | 700'000 | 700'000 | 700'000 | 699'999 | 361'601 | 368'601 | 100.00% | 100.00% |