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 | - | - |
01.11.2019 | 3.84% | 0.23 | 0.24 | 750'000 | 750'000 | 749'993 | 749'971 | 203'068 | 210'560 | 96.66% | 96.66% |
31.10.2019 | 2.56% | 0.40 | 0.41 | 750'000 | 750'000 | 749'883 | 749'961 | 296'135 | 303'666 | 99.14% | 99.14% |
30.10.2019 | 2.79% | 0.36 | 0.37 | 750'000 | 750'000 | 749'892 | 749'999 | 267'282 | 274'822 | 99.58% | 99.58% |
29.10.2019 | 3.16% | 0.29 | 0.30 | 745'000 | 750'000 | 749'877 | 749'740 | 234'756 | 242'204 | 98.87% | 98.87% |
28.10.2019 | 3.65% | 0.26 | 0.27 | 750'000 | 750'000 | 749'977 | 749'997 | 208'128 | 215'631 | 100.00% | 100.00% |
25.10.2019 | 2.07% | 0.41 | 0.42 | 750'000 | 750'000 | 749'987 | 750'000 | 359'240 | 366'746 | 100.00% | 100.00% |
24.10.2019 | 2.20% | 0.44 | 0.45 | 750'000 | 750'000 | 749'998 | 750'000 | 338'828 | 346'329 | 93.89% | 93.89% |
23.10.2019 | 1.45% | 0.64 | 0.65 | 750'000 | 750'000 | 749'996 | 750'000 | 513'759 | 521'262 | 98.94% | 98.94% |
22.10.2019 | 1.44% | 0.69 | 0.70 | 750'000 | 750'000 | 750'000 | 749'996 | 517'014 | 524'511 | 99.39% | 99.39% |