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 | - | - |
19.10.2018 | 2.48% | 97.80 | 100.20 | 500'000 | 30'000 | 500'000 | 30'000 | 488'707 | 30'060 | 100.00% | 100.00% |
18.10.2018 | 2.50% | 97.90 | 100.30 | 500'000 | 30'000 | 500'000 | 30'000 | 489'121 | 30'090 | 100.00% | 100.00% |
17.10.2018 | 2.48% | 97.90 | 100.30 | 500'000 | 30'000 | 500'000 | 30'000 | 489'197 | 30'090 | 100.00% | 100.00% |
16.10.2018 | 2.57% | 97.90 | 100.30 | 500'000 | 30'000 | 500'000 | 30'000 | 488'791 | 30'090 | 100.00% | 100.00% |
15.10.2018 | 2.91% | 97.60 | 100.40 | 500'000 | 30'000 | 500'000 | 30'000 | 487'626 | 30'120 | 100.00% | 100.00% |
12.10.2018 | 3.21% | 96.80 | 99.60 | 500'000 | 30'000 | 500'000 | 30'000 | 484'137 | 29'997 | 99.91% | 99.91% |
11.10.2018 | 3.28% | 92.00 | 95.00 | 500'000 | 30'000 | 500'000 | 30'000 | 457'154 | 28'343 | 99.05% | 99.05% |
10.10.2018 | 2.87% | 94.80 | 97.50 | 500'000 | 30'000 | 500'000 | 30'000 | 475'668 | 29'370 | 78.38% | 78.38% |
09.10.2018 | 3.37% | 92.90 | 95.70 | 500'000 | 30'000 | 500'000 | 30'000 | 459'444 | 28'511 | 94.52% | 94.52% |