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 | - | - |
20.11.2018 | 1.15% | 43.25 | 43.75 | 250'000 | 250'000 | 250'000 | 250'000 | 107'640 | 108'890 | 95.58% | 95.58% |
19.11.2018 | 1.12% | 44.70 | 45.20 | 250'000 | 250'000 | 250'000 | 250'000 | 111'078 | 112'328 | 98.55% | 98.55% |
16.11.2018 | 1.11% | 43.40 | 43.90 | 250'000 | 250'000 | 250'000 | 250'000 | 112'363 | 113'613 | 90.18% | 90.18% |
15.11.2018 | 1.69% | 45.90 | 46.40 | 250'000 | 250'000 | 250'000 | 250'000 | 114'943 | 116'907 | 83.59% | 83.59% |
14.11.2018 | 2.09% | 45.80 | 46.80 | 250'000 | 250'000 | 250'000 | 250'000 | 118'276 | 120'776 | 100.00% | 100.00% |
13.11.2018 | 2.22% | 46.05 | 47.05 | 250'000 | 250'000 | 250'000 | 250'000 | 111'276 | 113'776 | 100.00% | 100.00% |
12.11.2018 | 2.14% | 44.10 | 45.10 | 250'000 | 250'000 | 250'000 | 250'000 | 115'655 | 118'155 | 100.00% | 100.00% |
09.11.2018 | 2.04% | 45.35 | 46.35 | 250'000 | 250'000 | 250'000 | 250'000 | 121'165 | 123'665 | 94.50% | 94.50% |
08.11.2018 | 1.95% | 50.45 | 51.45 | 250'000 | 250'000 | 250'000 | 250'000 | 126'916 | 129'416 | 100.00% | 100.00% |