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 | - | - |
14.10.2019 | 1.86% | 0.45 | 0.46 | 750'000 | 750'000 | 750'000 | 750'000 | 402'841 | 410'341 | 95.58% | 95.58% |
11.10.2019 | 1.51% | 0.50 | 0.51 | 750'000 | 750'000 | 750'000 | 749'992 | 505'349 | 512'843 | 94.57% | 94.57% |
10.10.2019 | 0.77% | 1.11 | 1.12 | 750'000 | 750'000 | 750'000 | 750'000 | 970'406 | 977'906 | 97.90% | 97.90% |
09.10.2019 | 0.75% | 1.34 | 1.35 | 750'000 | 750'000 | 749'987 | 749'990 | 1'000'360 | 1'007'860 | 96.54% | 96.54% |
08.10.2019 | 0.66% | 1.50 | 1.51 | 750'000 | 750'000 | 750'000 | 749'972 | 1'130'860 | 1'138'310 | 96.19% | 96.19% |
07.10.2019 | 0.69% | 1.33 | 1.34 | 750'000 | 750'000 | 750'000 | 750'000 | 1'085'230 | 1'092'730 | 98.74% | 98.74% |
04.10.2019 | 0.60% | 1.56 | 1.57 | 750'000 | 750'000 | 750'000 | 750'000 | 1'237'990 | 1'245'490 | 99.38% | 99.38% |
03.10.2019 | 0.59% | 1.63 | 1.64 | 375'000 | 375'000 | 721'430 | 721'430 | 1'211'210 | 1'218'430 | 95.49% | 95.49% |
02.10.2019 | 0.76% | 1.61 | 1.62 | 750'000 | 750'000 | 749'997 | 750'000 | 992'039 | 999'543 | 98.80% | 98.80% |