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 | - | - |
24.10.2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23.10.2018 | 4.17% | 0.17 | 0.18 | 50'000 | 42'000 | 299'961 | 31'297 | 71'408 | 7'724 | 17.98% | 88.10% |
22.10.2018 | 1.66% | 0.52 | 0.53 | 300'000 | 28'000 | 300'000 | 28'000 | 180'814 | 17'156 | 100.00% | 100.00% |
19.10.2018 | 1.79% | 0.58 | 0.59 | 300'000 | 28'000 | 300'000 | 28'000 | 166'955 | 15'863 | 100.00% | 100.00% |
18.10.2018 | 1.33% | 0.64 | 0.65 | 300'000 | 28'000 | 300'000 | 30'369 | 224'216 | 23'060 | 100.00% | 100.00% |
17.10.2018 | 1.32% | 0.74 | 0.75 | 300'000 | 32'000 | 300'000 | 27'197 | 226'487 | 20'773 | 100.00% | 100.00% |
16.10.2018 | 1.42% | 0.82 | 0.83 | 300'000 | 26'445 | 300'000 | 26'445 | 210'824 | 18'849 | 100.00% | 100.00% |
15.10.2018 | 1.83% | 0.60 | 0.61 | 300'000 | 26'445 | 300'000 | 26'445 | 163'736 | 14'698 | 100.00% | 100.00% |
12.10.2018 | 1.62% | 0.55 | 0.56 | 300'000 | 26'445 | 299'998 | 23'914 | 184'515 | 14'972 | 100.00% | 100.00% |